๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Spanning and completeness in markets with contingent claims

โœ Scribed by Richard C Green; Robert A Jarrow


Book ID
113180964
Publisher
Elsevier Science
Year
1987
Tongue
English
Weight
492 KB
Volume
41
Category
Article
ISSN
0022-0531

No coin nor oath required. For personal study only.


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