搜索结果: 1-3 共查到“equilibrium pricing”相关记录3条 . 查询时间(0.056 秒)
A Multi Period Equilibrium Pricing Model
Time inconsistent control incomplete market equilibrium price
2012/6/5
In this paper, we propose an equilibrium pricing model in a dynamic multi-period stochastic framework with uncertain income streams. In an incomplete market, there exist two traded risky assets (e.g. ...
How sensitive are equilibrium pricing models to real-world distortions?
Instability Non-equilibrium dynamics
2010/10/22
In both finance and economics, quantitative models are usually studied as isolated mathematical objects --- most often defined by very strong simplifying assumptions concerning rationality, efficienc...
On Agents' Agreement and Partial-Equilibrium Pricing in Incomplete Markets
Agents' Agreement Partial-Equilibrium Pricing Incomplete Markets
2010/12/17
We consider two risk-averse financial agents who negotiate the price of an illiquid indivisible contingent claim in an incomplete semimartingale market environment. Under the assumption that the agent...