Equilibrium of Incomplete European Option Markets

Peter Huang and Ho-Mou Wu

Department of Economics, Working Paper Series from Department of Economics, Institute for Business and Economic Research, UC Berkeley

Keywords: incomplete Euopean option markets; at the money strike prices; generic existence of competitive equilibria; Social and Behavioral Sciences (search for similar items in EconPapers)
Date: 1989-12-01
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Working Paper: Equilibrium of Incomplete European Option Markets (1989)
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