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Effectively Complete Asset Markets with Multiple Goods and over Multiple Periods

Effectively Complete Asset Markets with Multiple Goods and over Multiple Periods
Digital文書・図像類
Hara, ChiakiInstitute of Economic Research, Kyoto University2009-11KIER Discussion Paper685
Available onlineOther Libraries in Japan
  • Subject HeadingComplete markets effectively complete markets welfare theorems sunspot Mark...

Risk Management and Financial Derivatives:An Overview

Risk Management and Financial Derivatives:An Overview
Digital文書・図像類
McAleer, Michael, Hammoudeh, ShawkatInstitute of Economic Research, Kyoto University2012-04KIER Discussion Paper816
Available onlineOther Libraries in Japan
  • Subject Heading...lt Risk premia Complete markets

A Jump-Diffusion LIBOR Market Model and General Equilibrium Pricing of Interest Rate Derivatives

A Jump-Diffusion LIBOR Market Model and General Equilibrium Pricing of Interest Rate Derivatives
Digital文書・図像類
Kusuda, KojiCenter for Risk Research (CRR), Shiga University2005-05CRR Working Paper, Series BB-4p.1-21
Other Libraries in Japan
  • Subject HeadingApproximately complete markets Equilibrium pricing Forward m...

Implementing Arrow-Debreu Equilibria in Security Markets with Infinite Dimensional Martingale Generator

Implementing Arrow-Debreu Equilibria in Security Markets with Infinite Dimensional Martingale Generator
Digital文書・図像類
Kusuda, KojiCenter for Risk Research (CRR), Shiga University2004-09CRR Working Paper, Series BB-1p.1-16
Other Libraries in Japan
  • Subject HeadingApproximately complete markets Approximate security market e...
  • Note (General)... approximately complete markets. identifier:CRR Working Paper...

A Note on Pricing Derivartives in an Incomplete Market

A Note on Pricing Derivartives in an Incomplete Market
Digital文書・図像類
高橋, 一Graduate School of Economics, Hitotsubashi University2000-08
Available onlineOther Libraries in Japan
  • Subject HeadingIncomplete market method of least squares martingale measures embedded complete markets

General Equilibrium Analysis in Security Markets with Infinite Dimensional Martingale Generator

General Equilibrium Analysis in Security Markets with Infinite Dimensional Martingale Generator
Digital文書・図像類
Kusuda, KojiCenter for Risk Research (CRR), Shiga University2004-10CRR Working Paper, Series BB-2p.1-19
Other Libraries in Japan
  • Subject HeadingApproximately complete markets Approximate security market e...

A Stochastic Volatility Jump-Diffusion LIBOR Market Model and General Equilibrium Pricing of Interest Rate Derivatives

A Stochastic Volatility Jump-Diffusion LIBOR Market Model and General Equilibrium Pricing of Interest Rate Derivatives
Digital文書・図像類
Kusuda, KojiCenter for Risk Research (CRR), Shiga University2005-08CRR Working Paper, Series BB-7p.1-21
Other Libraries in Japan
  • Subject Heading... Approximately complete markets Equilibrium pricing Forward m...

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