ArrowDebreu model

Results: 3



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1Economics / Economy / Fellows of the Econometric Society / Mathematical finance / New classical macroeconomics / Game theory / General equilibrium theory / Rational expectations / Grard Debreu / ArrowDebreu model / Macroeconomic model / Agent

INVESTIGAÇÃO PHD IN ECONOMICS Prudent expectations equilibrium in economies with uncertain delivery (Published in: Economic Theory, 2009, Vol. 99, pp. 67–92.) João Correia-da-Silva and Carlos Hervés-Beloso

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Source URL: teste.fep.up.pt

Language: English - Date: 2012-07-06 11:50:35
2Economics / Economy / Auction theory / Competition / Competitive equilibrium / Market / Microeconomics / Fellows of the Econometric Society / Game theory / ArrowDebreu model / Herbert Scarf / Edgeworth conjecture

Markets with a Continuum of Traders Author(s): Robert J. Aumann Source: Econometrica, Vol. 32, NoJan. - Apr., 1964), ppPublished by: The Econometric Society Stable URL: http://www.jstor.org/stable

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Source URL: webfiles.uci.edu

Language: English - Date: 2009-05-11 03:45:07
3Mathematical finance / Options / BlackScholes model / Volatility / State prices / Implied volatility / Stable distribution / Probability distribution / Normal distribution / Risk-neutral measure / Stochastic volatility / ArrowDebreu model

Estimation of Risk Neutral Measures using the Generalized Two-Factor Log-Stable Option Pricing Model J. Huston McCulloch and Seung Hwan Lee† March 26, 2008 Abstract

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Source URL: www.econ.ohio-state.edu

Language: English - Date: 2012-01-12 12:02:17
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