Market clearing and derivative pricing

• 1 January 2005
• journal article
• research article
• Published by Springer Nature in Economic Theory
• Vol. 25  (1) , 21-34
• https://doi.org/10.1007/s00199-004-0468-6

Abstract

Keywords

• OPTION PRICING
• GENERAL EQUILIBRIUM
• DYNAMICALLY INCOMPLETE MARKETS.

All Related Versions

• Version 1, 2003-01-01, RePEc (Unconfirmed version)