Incomplete financial markets and jumps in asset prices
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics
Link
http://link.springer.com/content/pdf/10.1007/s00199-015-0884-9.pdf
Reference24 articles.
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3. Balduzzi, P., Foresi, S., Hait, D.: Price barriers and the dynamics of asset prices in equilibrium. J. Financ. Quant. Anal. 32, 137–159 (1997)
4. Bansal, R., Shaliastovich, I.: Learning and asset price jumps. Rev. Financ. Stud. 24, 2738–2780 (2009)
5. Beker, P., Chattopadhyay, S.: Consumption dynamics in general equilibrium: a characterisation when markets are incomplete. J. Econ. Theory 145, 2133–2185 (2010)
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