11060000 Equilibrium models.(5: Citations)(Recommended readings)

From: Foundations and Trends in Finance | Date: September 1, 2005| Author: Lim, Terence; Lo, Andrew W.; Merton, Robert C.; Scholes, Myron S. | Copyright information

W. Bailey and R. Stulz, 1989, "The Pricing of Stock Index Options in a General Equilibrium-Model", Journal of Financial and Quantitative Analysis, 24:1-12

G. Bakshi and Z. Chen, 1997, "Equilibrium Valuation of Foreign-Exchange Claims", Journal of Finance, 52:799-826

P. Balduzzi, S. Foresi and D. Hait, 1997, "Price Barriers and the Dynamics of Asset Prices in Equilibrium", Journal of Financial and Quantitative Analysis, 32:137-159

A. Bick, 1987, "On...

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