General Equilibrium Pricing of CPI's Derivatives

2003 ◽  
Author(s):  
Abraham Lioui ◽  
Patrice Poncet
Keyword(s):  
General Equilibrium ◽  
Equilibrium Pricing

scholarly journals General equilibrium pricing with information asymmetry

2015 ◽  
Vol 1 ◽  
Author(s):  
Yuzhong Zhang ◽  
Fangfei Dong
Keyword(s):  
General Equilibrium ◽  
Information Asymmetry ◽  
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 with multiple dividend streams and regime switching

2014 ◽  
Vol 15 (9) ◽  
pp. 1543-1557
Author(s):  
Jia Shen ◽  
Robert J. Elliott
Keyword(s):  
General Equilibrium ◽  
Regime Switching ◽  
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

A computational study on general equilibrium pricing of derivative securities

2007 ◽  
Vol 4 (4) ◽  
pp. 505-523 ◽  
Author(s):  
Jacco J. J. Thijssen
Keyword(s):  
General Equilibrium ◽  
Computational Study ◽  
Derivative Securities ◽  
Equilibrium Pricing
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