The relationship between non-arbitrage and recursive competitive equilibrium pricing
By: Richard Breen and Gregory Connor.
Contributors: Connor, Gregory.; University College Dublin. Centre for Study of Financial Markets.
Series: Working papers series -- no.8
Publisher: University College Dublin
Place of publication: Blackrock (Co. Dublin)
Language: eng
Number of pages: 18
Subjects: Finance -- Mathematical models.; Options (Finance) -- Prices.
Notes: Includes bibliographical references (p15).