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Price Uncertainty and Derivative Securities in a General Equilibrium Model

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Author Info
Chichilnisky, G.
Heal, G.
Dutta, J.

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Abstract

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Publisher Info
Paper provided by Columbia University, Department of Economics in its series Discussion Papers with number 1992_57.

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Length: 17 pages
Date of creation: 1992
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Handle: RePEc:clu:wpaper:1992_57

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Related research
Keywords: prices ; risk ; economic models;

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  1. Graciela Chichilnisky & Ho-Mou Wu, 2006. "General equilibrium with endogenous uncertainty and default," Discussion Papers 0506-29, Columbia University, Department of Economics. [Downloadable!]
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