EXISTENCE OF AN EQUILIBRIUM WITH DISCONTINUOUS PRICES, ASYMMETRIC INFORMATION, AND NONTRIVIAL INITIAL σ‐FIELDS (Q5464337): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (4 intermediate revisions by 3 users not shown) | |||
| Property / author | |||
| Property / author: Caroline Hillairet / rank | |||
| Property / author | |||
| Property / author: Caroline Hillairet / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/j.0960-1627.2005.00212.x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2004656588 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 15:23, 19 March 2024
scientific article; zbMATH DE number 2195374
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EXISTENCE OF AN EQUILIBRIUM WITH DISCONTINUOUS PRICES, ASYMMETRIC INFORMATION, AND NONTRIVIAL INITIAL σ‐FIELDS |
scientific article; zbMATH DE number 2195374 |
Statements
EXISTENCE OF AN EQUILIBRIUM WITH DISCONTINUOUS PRICES, ASYMMETRIC INFORMATION, AND NONTRIVIAL INITIAL σ‐FIELDS (English)
0 references
17 August 2005
0 references
initial enlargement of filtrations
0 references
utility maximization
0 references
Arrow-Debreu and Arrow-Radner equilibrium
0 references
martingale representation
0 references
