Incomplete financial markets and jumps in asset prices (Q324352): Difference between revisions

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+INFINITE HORIZON INCOMPLETE MARKETS WITH A CONTINUUM OF STATES
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+Consumption dynamics in general equilibrium: a characterisation when markets are incomplete
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+Incomplete markets and volatility
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+Multifrequency jump-diffusions: An equilibrium approach
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+Smooth infinite economies
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+Excess price volatility and financial innovation
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+Regular Infinite Economies
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+Effectively complete equilibria -- A note
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+Multiplicity of equilibria
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+Generic inefficiency of equilibria in the general equilibrium model with incomplete asset markets and infinite time
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+Q4241005
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+Indeterminacy in incomplete market economies
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+The existence of security market equilibrium with a non-atomic state space
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+Option pricing when underlying stock returns are discontinuous
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+Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
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