Competitive equilibrium of incomplete markets for securities with smooth payoffs

DOI10.1016/0304-4068(94)90007-8zbMath0819.90014OpenAlexW2076147256WikidataQ126975573 ScholiaQ126975573MaRDI QIDQ1330866

Ho-Mou Wu, Peter H. Huang

Publication date: 10 August 1994

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4068(94)90007-8

zbMATH Keywords

competitive equilibriaeconomy with incomplete markets for securitiessmooth payoffs

Mathematics Subject Classification ID

General equilibrium theory (91B50)

Related Items (2)

Existence of equilibria with incomplete markets: The case of smooth returns ⋮ Endogenous uncertainty in a general equilibrium model with price contingent contracts

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• Smooth Preferences

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