A Computational Study on General Equilibrium Pricing of Derivative Securities

2007 ◽  
Author(s):  
Jacco Thijssen
Keyword(s):  
General Equilibrium ◽  
Computational Study ◽  
Derivative Securities ◽  
Equilibrium Pricing

General equilibrium pricing of CPI derivatives

2005 ◽  
Vol 29 (5) ◽  
pp. 1265-1294 ◽  
Author(s):  
Abraham Lioui ◽  
Patrice Poncet
Keyword(s):  
General Equilibrium ◽  
Equilibrium Pricing

General equilibrium pricing of nonredundant forward contracts

2003 ◽  
Vol 23 (9) ◽  
pp. 817-840 ◽  
Author(s):  
Abraham Lioui ◽  
Patrice Poncet
Keyword(s):  
General Equilibrium ◽  
Forward Contracts ◽  
Equilibrium Pricing
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