Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets

DOI10.1007/3-540-28161-4_3zbMath1130.91335OpenAlexW239043483MaRDI QIDQ5431993

Roberto C. Raimondo, Robert M. Anderson

Publication date: 2 January 2008

Published in: Institutions, Equilibria and Efficiency (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/3-540-28161-4_3

Mathematics Subject Classification ID

Cites Work

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