NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Incomplete-Market Equilibria Solved Recursively on an Event Tree

Bernard Dumas, Andrew Lyasoff

NBER Working Paper No. 14629
Issued in December 2008

---- Acknowledgements -----

We are grateful to colleagues and students for providing valuable comments: Julien Cujean, Darrell Duffie, Julien Hugonnier, Bjarne Astrup Jensen, Felix Kubler, Pascal Maenhout, Raman Uppal and Tan Wang, as well as participants in workshops at Handelsh√łyskolen BI (Oslo), the Copenhagen School of Economics, the Collegio Carlo Alberto (Torino), the University of Southern Denmark, ESSEC and the Free University of Brussels (ECARES). Dumas' research is supported by the Swiss National Center for Competence in Research "FinRisk". The views expressed herein are those of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Research.

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