Essays on financial asset pricing
The first essay of this thesis is concerned with the pricing of financial assets in positive net supply in a financial market with continuous time trading. A general equilibrium, continuous time model of an economy with production is developed. The model is used to develop a nonlinear partial differ...
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| Language: | English |
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University of British Columbia
2010
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| Online Access: | http://hdl.handle.net/2429/29291 |