Essec\Faculty\Model\Contribution {#2216
  #_index: "academ_contributions"
  #_id: "4635"
  #_source: array:26 [
    "id" => "4635"
    "slug" => "general-equilibrium-pricing-of-cpis-derivatives"
    "yearMonth" => "2004-06"
    "year" => "2004"
    "title" => "General Equilibrium Pricing of CPI's Derivatives"
    "description" => "LIOUI, A. et PONCET, P. (2004). General Equilibrium Pricing of CPI's Derivatives. Dans: <i>Proceedings of the 21st International Conference in Finance - AFFI²</i>. Association Française de Finance (AFFI)."
    "authors" => array:2 [
      0 => array:3 [
        "name" => "PONCET Patrice"
        "bid" => "B00000430"
        "slug" => "poncet-patrice"
      ]
      1 => array:1 [
        "name" => "LIOUI A."
      ]
    ]
    "ouvrage" => "Proceedings of the 21st International Conference in Finance - AFFI²"
    "keywords" => []
    "updatedAt" => "2021-04-19 17:57:25"
    "publicationUrl" => null
    "publicationInfo" => array:3 [
      "pages" => null
      "volume" => null
      "number" => null
    ]
    "type" => array:2 [
      "fr" => "Actes d'une conférence"
      "en" => "Conference Proceedings"
    ]
    "support_type" => array:2 [
      "fr" => "Editeur"
      "en" => "Publisher"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "CD-Rom Nous construisons l'équilibre général, en temps continu, d'une économie monétaire affectée par des chocs réels et nominaux. Le niveau général des prix, et donc, le taux d'inflation, sont trouvés de façon endogène et les solutions pour les prix des produits dérivés sur le niveau général des prix sont dérivés. Ces dernières sont en formule fermée dans une version spécialisée de l'économie."
      "en" => "We build the general equilibrium of a continuous time monetary economy that is affected by both real and nominal shocks. The price level and inflation rate are found endogenously and solutions for the price of CPI derivatives are obtained, which are in closed form in a special case."
    ]
    "authors_fields" => array:2 [
      "fr" => "Finance"
      "en" => "Finance"
    ]
    "indexedAt" => "2024-12-22T02:21:49.000Z"
    "docTitle" => "General Equilibrium Pricing of CPI's Derivatives"
    "docSurtitle" => "Conference Proceedings"
    "authorNames" => "<a href="/cv/poncet-patrice">PONCET Patrice</a>, LIOUI A."
    "docDescription" => "<span class="document-property-authors">PONCET Patrice, LIOUI A.</span><br><span class="document-property-authors_fields">Finance</span> | <span class="document-property-year">2004</span>"
    "keywordList" => ""
    "docPreview" => "<b>General Equilibrium Pricing of CPI's Derivatives</b><br><span>2004-06 | Conference Proceedings </span>"
    "docType" => "research"
    "publicationLink" => "<a href="#" target="_blank">General Equilibrium Pricing of CPI's Derivatives</a>"
  ]
  +lang: "en"
  +"_type": "_doc"
  +"_score": 9.341836
  +"parent": null
}