Existence of competitive equilibria for option markets
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Publication:1262190
DOI10.1016/0022-0531(89)90027-6zbMath0685.90019MaRDI QIDQ1262190
Publication date: 1989
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-0531(89)90027-6
91B50: General equilibrium theory
Related Items
Equilibria with options: Existence and indeterminacy, An introduction to general equilibrium with incomplete asset markets, Competitive equilibrium of incomplete markets for securities with smooth payoffs, An analysis of the conditions for the validity of Modigliani-Miller theorem with incomplete markets
Cites Work
- Options and equilibrium
- Existence of equilibrium with incomplete markets
- Equilibrium in incomplete markets. I: A basic model of generic existence
- Equilibrium in incomplete markets. II: Generic existence in stochastic economies
- On the optimality of equilibrium when the market structure is incomplete
- Options and Efficiency
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