Endogenous completeness of diffusion driven equilibrium markets
From MaRDI portal
Recommendations
- Existence of an endogenously complete equilibrium driven by a diffusion
- Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets
- Competitive equilibrium of incomplete markets for securities with smooth payoffs
- Complete and incomplete financial markets in multi-good economies
- The completeness and incompleteness of financial markets in economies driven by diffusion processes
Cited in
(31)- Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty
- Cross-sectional asset pricing with heterogeneous preferences and beliefs
- Option spanning beyond \(L_p\)-models
- Market selection: hungry misers and bloated bankrupts
- Market selection with learning and catching up with the Joneses
- Radner equilibrium and systems of quadratic BSDEs with discontinuous generators
- Dynamically complete markets under Brownian motion
- Nonmyopic optimal portfolios in viable markets
- The completeness and incompleteness of financial markets in economies driven by diffusion processes
- Density of the set of probability measures with the martingale representation property
- A model for a large investor trading at market indifference prices. I: Single-period case
- The timing of information in a general equilibrium framework
- Integral representation of martingales motivated by the problem of endogenous completeness in financial economics
- The financial market: not as big as you think
- Radner equilibrium in incomplete Lévy models
- Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets
- Existence of financial equilibria in continuous time with potentially complete markets
- On the Convergence to Homogeneous Expectations when Markets are Complete
- Existence of an endogenously complete equilibrium driven by a diffusion
- Market completion with derivative securities
- Hyperfinite construction of \(G\)-expectation
- The role of (quasi) analyticity in establishing completeness of financial markets equilibria
- Duesenberry equilibrium and heterogenous agents
- Default and systemic risk in equilibrium
- Existence of an equilibrium with limited participation
- Dynamic equilibrium with insider information and general uninformed agent utility
- On aggregation and representative agent equilibria
- Rational asset pricing bubbles and portfolio constraints
- Dynamic versus one-period completeness in event-tree security markets
- Complete and incomplete financial markets in multi-good economies
- On the completeness of complete markets
This page was built for publication: Endogenous completeness of diffusion driven equilibrium markets
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2859085)