Existence of financial equilibria in continuous time with potentially complete markets (Q392665): Difference between revisions

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-Frederik S. Herzberg
@@ Property / author: Frederik S. Herzberg / rank @@
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+Frederik S. Herzberg
@@ Property / author: Frederik S. Herzberg / rank @@
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+MaRDI publication profile
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+W3121969251
@@ Property / OpenAlex ID: W3121969251 / rank @@
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+Q57542963
@@ Property / Wikidata QID: Q57542963 / rank @@
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@@ Property / arXiv ID @@
+.2010
@@ Property / arXiv ID: 1207.2010 / rank @@
+Normal rank
@@ Property / cites work @@
+Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets
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+Existence and structure of stochastic equilibria with intertemporal substitution
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+Optimal consumption choice with intertemporal substitution
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+Existence and Uniqueness of Equilibria When Preferences are Additively Separable
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+On equilibria when agents have multiple priors
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+Financial markets in continuous time. Translated from the French by Anna Kennedy
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+Martingales versus PDEs in finance: an equivalence result with examples
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+On equilibrium prices in continuous time
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+An equilibrium characterization of the term structure
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@@ links / mardi / name / links / mardi / name @@
+Publication:392665