On heterogeneous beliefs, insurance pricing and the effects of market clearing
This thesis will look at three problems in financial mathematics. In the first, we seek to model the heterogeneous beliefs of agents in a dynamic economy. We study the class of models in which all agents receive the same stream of information. Their different beliefs about the system cause them to b...
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University of Cambridge
2010
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.596999 |