Incomplete markets and derivative assets
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Publication:315796
DOI10.1007/s00199-015-0912-9zbMath1367.91146OpenAlexW2598201686WikidataQ62629989 ScholiaQ62629989MaRDI QIDQ315796
François Le Grand, Xavier Ragot
Publication date: 23 September 2016
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://spire.sciencespo.fr/hdl:/2441/1p7ctioc2n80gp0icks5dssdsa
Derivative securities (option pricing, hedging, etc.) (91G20) General equilibrium theory (91B50) Heterogeneous agent models (91B69)
Cites Work
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