A Computational Study on General Equilibrium Pricing of Derivative Securities

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A Computational Study on General Equilibrium Pricing of Derivative Securities. / Thijssen, J.

In: Annals of FInance, Vol. 4, No. 4, 10.2008, p. 505-523.

Research output: Contribution to journalArticle

Harvard

Thijssen, J 2008, 'A Computational Study on General Equilibrium Pricing of Derivative Securities', Annals of FInance, vol. 4, no. 4, pp. 505-523. https://doi.org/10.1007/s10436-007-0088-9

APA

Thijssen, J. (2008). A Computational Study on General Equilibrium Pricing of Derivative Securities. Annals of FInance, 4(4), 505-523. https://doi.org/10.1007/s10436-007-0088-9

Vancouver

Thijssen J. A Computational Study on General Equilibrium Pricing of Derivative Securities. Annals of FInance. 2008 Oct;4(4):505-523. https://doi.org/10.1007/s10436-007-0088-9

Author

Thijssen, J. / A Computational Study on General Equilibrium Pricing of Derivative Securities. In: Annals of FInance. 2008 ; Vol. 4, No. 4. pp. 505-523.

Bibtex - Download

@article{cf643b881b244caa991b1d6a89aa6898,
title = "A Computational Study on General Equilibrium Pricing of Derivative Securities",
author = "J. Thijssen",
note = "M1 - 4",
year = "2008",
month = "10",
doi = "10.1007/s10436-007-0088-9",
language = "English",
volume = "4",
pages = "505--523",
journal = "Annals of FInance",
issn = "1614-2446",
publisher = "Springer Verlag",
number = "4",

}

RIS (suitable for import to EndNote) - Download

TY - JOUR

T1 - A Computational Study on General Equilibrium Pricing of Derivative Securities

AU - Thijssen, J.

N1 - M1 - 4

PY - 2008/10

Y1 - 2008/10

UR - http://www.scopus.com/inward/record.url?scp=47649119805&partnerID=8YFLogxK

U2 - 10.1007/s10436-007-0088-9

DO - 10.1007/s10436-007-0088-9

M3 - Article

VL - 4

SP - 505

EP - 523

JO - Annals of FInance

JF - Annals of FInance

SN - 1614-2446

IS - 4

ER -