A Pricing Theory under a Finite Number of Securities Issued: A Synthesis of "Market Microstructure" and "Mathematical Finance"
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More about this item
Keywords
Security price; Number of securities issued; Risk neutral pricing rule; Market microstructure; No-arbitrage; Quasi risk aversion; Quasi risk neutral measure;JEL classification:
- D49 - Microeconomics - - Market Structure, Pricing, and Design - - - Other
- G01 - Financial Economics - - General - - - Financial Crises
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2014-05-24 (Financial Markets)
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