The completeness and incompleteness of financial markets in economies driven by diffusion processes
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Publication:2298117
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Cites work
- scientific article; zbMATH DE number 1817650 (Why is no real title available?)
- A Dynamic Equilibrium Model of International Portfolio Holdings
- Complete and incomplete financial markets in multi-good economies
- Endogenous completeness of diffusion driven equilibrium markets
- Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets
- Existence of financial equilibria in continuous time with potentially complete markets
- Financial markets in continuous time. Translated from the French by Anna Kennedy
- Integral representation of martingales motivated by the problem of endogenous completeness in financial economics
- Stochastic Equilibria: Existence, Spanning Number, and the `No Expected Financial Gain from Trade' Hypothesis
Cited in
(7)- Complete and incomplete financial markets in multi-good economies
- scientific article; zbMATH DE number 1878079 (Why is no real title available?)
- Filtration shrinkage, the structure of deflators, and failure of market completeness
- Endogenous incompleteness of financial markets: the role of ambiguity and ambiguity aversion
- Market completeness: A return to order
- scientific article; zbMATH DE number 1072512 (Why is no real title available?)
- Endogenous completeness of diffusion driven equilibrium markets
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