Equilibrium in incomplete markets. II: Generic existence in stochastic economies
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Publication:1090588
DOI10.1016/0304-4068(86)90010-8zbMath0621.90018OpenAlexW1491984866MaRDI QIDQ1090588
Wayne J. Shafer, J. Darrell Duffie
Publication date: 1986
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4068(86)90010-8
incomplete marketsevent treeGrassmannian manifoldstochastic economyfuture spot marketgeneric existence of equilibriasecurity prices
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