๐”– Bobbio Scriptorium
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An Overview of Contingent Claims Pricing

โœ Scribed by John Hull; Alan White


Book ID
114945054
Publisher
Wiley (John Wiley & Sons)
Year
2009
Tongue
English
Weight
599 KB
Volume
5
Category
Article
ISSN
0825-0383

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๐Ÿ“œ SIMILAR VOLUMES


Equilibrium pricing of contingent claims
โœ Masaaki Kijima; Akira Maeda; Katsumasa Nishide ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 212 KB

## Abstract We advance a model of the tradable permit market and derive a pricing formula for contingent claims traded in the market in a general equilibrium framework. It is shown that prices of such contingent claims exhibit significantly different properties from those in the ordinary financial