Competitive equilibrium of incomplete markets for securities with smooth payoffs
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Publication:1330866
DOI10.1016/0304-4068(94)90007-8zbMath0819.90014OpenAlexW2076147256MaRDI QIDQ1330866
Publication date: 10 August 1994
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4068(94)90007-8
Related Items (2)
Existence of equilibria with incomplete markets: The case of smooth returns ⋮ Endogenous uncertainty in a general equilibrium model with price contingent contracts
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