EXISTENCE OF AN EQUILIBRIUM WITH DISCONTINUOUS PRICES, ASYMMETRIC INFORMATION, AND NONTRIVIAL INITIAL σ‐FIELDS (Q5464337): Difference between revisions

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Property / author: Caroline Hillairet / rank
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Property / author: Caroline Hillairet / rank
 
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Property / full work available at URL: https://doi.org/10.1111/j.0960-1627.2005.00212.x / rank
 
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Property / OpenAlex ID: W2004656588 / rank
 
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Latest revision as of 15:20, 10 June 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)
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    17 August 2005
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    initial enlargement of filtrations
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    utility maximization
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    Arrow-Debreu and Arrow-Radner equilibrium
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    martingale representation
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