Elimination of arbitrage states in asymmetric information models

DOI10.1007/S00199-007-0205-ZMaRDI QIDQ1003115zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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Cites work

• Arbitrage and price revelation with asymmetric information and incomplete markets

Cited in

(4)

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

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