Advertisement

The Model and Some Fundamentals

  • Thorsten Hens
  • Beate Pilgrim
Part of the Theory and Decision Library book series (TDLC, volume 33)

Abstract

Following Debreu [1959] commodities are distinguished by their physical characteristics and their location, as well as by the time and the event in which they are available. The GEI-model highlights these latter aspects of commodities: time and uncertainty.

Keywords

Utility Function Asset Price Call Option Indifference Curve Incomplete Market 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer Science+Business Media Dordrecht 2002

Authors and Affiliations

  • Thorsten Hens
    • 1
    • 2
  • Beate Pilgrim
    • 3
  1. 1.University of ZurichSwitzerland
  2. 2.Norwegian Business SchoolNorway
  3. 3.Reuters AGFrankfurtGermany

Personalised recommendations