Price Uncertainty and Derivative Securities in a General Equilibrium Model
AbstractNo abstract is available for this item.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoPaper provided by Cambridge - Risk, Information & Quantity Signals in its series Papers with number 178.
Length: 14 pages
Date of creation: 1992
Date of revision:
Contact details of provider:
Postal: UNIVERSITY OF CAMBRIDGE, RESEARCH PROJECT ON RISK, INFORMATION AND QUANTITY SIGNALS IN ECONOMICS(E.S.R.C.), DEPARTMENT OF APPLIED ECONOMICS, SIDGWICK AV. CAMBRIDGE CB3 9DEDE U.K..
Web page: http://www.econ.cam.ac.uk/
More information through EDIRC
prices ; economic equilibrium ; risk;
Other versions of this item:
- Chichilnisky, G. & Heal, G. & Dutta, J., 1992. "Price Uncertainty and Derivative Securities in a General Equilibrium Model," Discussion Papers 1992_57, Columbia University, Department of Economics.
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- João Correia da Silva, 2014. "Two-period economies with price-contingent deliveries," FEP Working Papers 529, Universidade do Porto, Faculdade de Economia do Porto.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Krichel).
If references are entirely missing, you can add them using this form.