𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Empirical evaluation of asset pricing models: Arbitrage and pricing errors in contingent claims

✍ Scribed by Zhenyu Wang; Xiaoyan Zhang


Book ID
116641825
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
508 KB
Volume
19
Category
Article
ISSN
0927-5398

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Equilibrium pricing of contingent claims
✍ Masaaki Kijima; Akira Maeda; Katsumasa Nishide πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 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