No-arbitrage equilibria with differential information: an existence proof

DOI10.1007/s00199-006-0093-7zbMath1129.91030OpenAlexW2079232190MaRDI QIDQ873901

Lionel de Boisdeffre

Publication date: 20 March 2007

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00199-006-0093-7

zbMATH Keywords

ArbitrageGeneral equilibriumAsymmetric informationExistence of equilibriumInference

Mathematics Subject Classification ID

Cooperative games (91A12) Auctions, bargaining, bidding and selling, and other market models (91B26) General equilibrium theory (91B50)

Related Items (3)

Collateralized assets and asymmetric information ⋮ Equilibrium in incomplete markets with differential information: a basic model of generic existence ⋮ Dropping rational expectations

Cites Work

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• Partially revealing rational expectations equilibria with nominal assets
• Arbitrage and the Existence of Competitive Equilibrium
• Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices

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