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

From MaRDI portal
Importer (talk | contribs)
Changed an Item
Normalize DOI.
 
(11 intermediate revisions by 10 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.jmateco.2013.07.001 / rank
Normal rank
 
Property / author
 
Property / author: Frederik S. Herzberg / rank
Normal rank
 
Property / author
 
Property / author: Frederik S. Herzberg / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3121969251 / rank
 
Normal rank
Property / Wikidata QID
 
Property / Wikidata QID: Q57542963 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1207.2010 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence and structure of stochastic equilibria with intertemporal substitution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal consumption choice with intertemporal substitution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence and Uniqueness of Equilibria When Preferences are Additively Separable / rank
 
Normal rank
Property / cites work
 
Property / cites work: On equilibria when agents have multiple priors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Financial markets in continuous time. Translated from the French by Anna Kennedy / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5658888 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Transform Analysis and Asset Pricing for Affine Jump-diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Complete and incomplete financial markets in multi-good economies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5630031 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4086524 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingales versus PDEs in finance: an equivalence result with examples / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options / rank
 
Normal rank
Property / cites work
 
Property / cites work: Intertemporal Preferences for Uncertain Consumption: A Continuous Time Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the existence of real analytic solutions of partial differential equations with constant coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Endogenous Completeness of Diffusion Driven Equilibrium Markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hedging American contingent claims with constrained portfolios / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4368791 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3281374 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integral representation of martingales motivated by the problem of endogenous completeness in financial economics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3150781 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analytic semigroups and optimal regularity in parabolic problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Characterisation of generically complete real asset structures / rank
 
Normal rank
Property / cites work
 
Property / cites work: On equilibrium prices in continuous time / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the analyticity of solutions of linear second order partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semigroups of linear operators and applications to partial differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5680472 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5670045 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An equilibrium characterization of the term structure / rank
 
Normal rank
Property / cites work
 
Property / cites work: An abstract analyticity in time for solutions of a diffusion equation / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.JMATECO.2013.07.001 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 16:13, 9 December 2024

scientific article
Language Label Description Also known as
English
Existence of financial equilibria in continuous time with potentially complete markets
scientific article

    Statements

    Existence of financial equilibria in continuous time with potentially complete markets (English)
    0 references
    0 references
    0 references
    15 January 2014
    0 references
    potentially complete market
    0 references
    continuous-time financial market
    0 references
    Radner equilibrium
    0 references
    Itō diffusion
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers