Options and equilibrium
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Mathematical Economics.
Volume (Year): 19 (1990)
Issue (Month): 1-2 ()
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"Endogenous Transaction Costs,"
0810, Exeter University, Department of Economics.
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- Jacco Thijssen, 2008. "A computational study on general equilibrium pricing of derivative securities," Annals of Finance, Springer, vol. 4(4), pages 505-523, October.
- Jean Marc Bottazzi & Jaime Luque & Mario Pascoa, 2011.
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- Bottazzi, Jean-Marc & Luque, Jaime & Páscoa, Mário R., 2012. "Securities market theory: Possession, repo and rehypothecation," Journal of Economic Theory, Elsevier, vol. 147(2), pages 477-500.
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