Financial markets in continuous time. Translated from the French by Anna Kennedy
zbMATH Open1014.91043MaRDI QIDQ1852969FDOQ1852969
Authors: R. A. Dana, Monique Jeanblanc 
Publication date: 21 January 2003
Published in: Springer Finance (Search for Journal in Brave)
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Cited In (19)
- The completeness and incompleteness of financial markets in economies driven by diffusion processes
- Existence of financial equilibria in continuous time with potentially complete markets
- Approximation of non-Lipschitz SDEs by Picard iterations
- Optimal investment under partial information
- The sound of silence: equilibrium filtering and optimal censoring in financial markets
- Title not available (Why is that?)
- Interest rates parity and no arbitrage as equivalent equilibrium conditions in the international financial assets and goods markets
- Existence of an endogenously complete equilibrium driven by a diffusion
- How to determine exchange rates under risk neutrality: a note
- Multi-firm voluntary disclosures for correlated operations
- Optimal stopping problem associated with jump-diffusion processes
- Allocation of risks and equilibrium in markets with finitely many traders
- The role of (quasi) analyticity in establishing completeness of financial markets equilibria
- Title not available (Why is that?)
- On the expected diameter of an \(L_{2}\)-bounded martingale
- Variational formulation of a general equilibrium model with incomplete financial markets and numeraire assets: existence
- Dynamic equilibrium with insider information and general uninformed agent utility
- Taylor approximation of incomplete Radner equilibrium models
- Existence and uniqueness of Arrow-Debreu equilibria with consumptions in \(\mathbf{L}^0_+\)
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