Universal bounds for asset prices in heterogeneous economies

DOI10.1007/s00780-008-0062-zzbMath1164.91018OpenAlexW2054938656MaRDI QIDQ1003350

Semyon Malamud

Publication date: 28 February 2009

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/20.500.11850/10981

zbMATH Keywords

boundsyield curveHeterogeneityasset prices

Mathematics Subject Classification ID

Cites Work

• Heterogeneity and option pricing
• Long run forward rates and long yields of bonds and options in heterogeneous equilibria
• A Model of Intertemporal Asset Prices Under Asymmetric Information

This page was built for publication: Universal bounds for asset prices in heterogeneous economies