Incomplete-market equilibria solved recursively on an event tree :: Bernard Dumas :: Centre for Economic Policy Research 2009 :: OBNB, the Open British National Bibliography

Publication Data

Title Incomplete-market equilibria solved recursively on an event tree
Author Bernard Dumas
Contributors Andrew Lyasoff, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2009
Publication location London
Language English

Descriptive Notes

Paper "issued under the auspices of the Centre's research programme in Financial Economics". - t.p.

Topics

Equilibrium (Economics) :: Econometric models

Catalogue Data

OBNB ID GBB064196
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 339.5015118

ISBD

P1053 40 p.

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Incomplete-market equilibria solved recursively on an event tree by Bernard Dumas. Published by Centre for Economic Policy Research in 2009. Publication and catalogue information, links to buy online and reader comments.