Ramsey Waits: A Computational Study on General Equilibrium Pricing of Derivative Securities
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More about this item
KeywordsAsset pricing; general equilibrium; incomplete markets;
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-06-30 (All new papers)
- NEP-CMP-2007-06-30 (Computational Economics)
- NEP-DGE-2007-06-30 (Dynamic General Equilibrium)
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