EXISTENCE OF AN EQUILIBRIUM WITH DISCONTINUOUS PRICES, ASYMMETRIC INFORMATION, AND NONTRIVIAL INITIAL σ‐FIELDS (Q5464337)
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scientific article; zbMATH DE number 2195374
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| English | EXISTENCE OF AN EQUILIBRIUM WITH DISCONTINUOUS PRICES, ASYMMETRIC INFORMATION, AND NONTRIVIAL INITIAL σ‐FIELDS |
scientific article; zbMATH DE number 2195374 |
Statements
EXISTENCE OF AN EQUILIBRIUM WITH DISCONTINUOUS PRICES, ASYMMETRIC INFORMATION, AND NONTRIVIAL INITIAL σ‐FIELDS (English)
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17 August 2005
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initial enlargement of filtrations
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utility maximization
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Arrow-Debreu and Arrow-Radner equilibrium
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martingale representation
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0.8833021
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0.87380385
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0.87240565
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0.8716814
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0.8695712
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0.85956115
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0.8584175
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