並列摘要
We construct a simple two-period OLG model in this article. There exists two heterogeneous agents and two assets. We discuss the agents' decision problem and trading result in numerical analysis. In the next chapter, we introduce a put option on underlying asset and observe the influence on underlying asset, including the price change and market volatility.
參考文獻
Asymmetric Information and Options.
The Review of Financial Studies,
The Pricing of Options and Corporate Liabilities
Journal of Political Economy,
The Effect of Derivative Assets on Information Acquisition and Price Behavior in a Rational Expections Equilibrium.
延伸閱讀
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