Elimination of arbitrage states in asymmetric information models

DOI10.1007/S00199-007-0205-ZzbMATH Open1155.91362OpenAlexW2145118346MaRDI QIDQ1003115FDOQ1003115

Authors: Bernard Cornet, Lionel de Boisdeffre 

Publication date: 26 February 2009

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

Full work available at URL: https://doi.org/10.1007/s00199-007-0205-z

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• Universal state prices and asymmetric information.

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Economics of information (91B44)

Cites Work

• Arbitrage and price revelation with asymmetric information and incomplete markets

Cited In (4)

• Arbitrage and equilibrium with portfolio constraints
• Arbitrage and price revelation with asymmetric information and incomplete markets
• Dropping rational expectations
• Equilibrium in incomplete markets with differential information: a basic model of generic existence

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