The completeness and incompleteness of financial markets in economies driven by diffusion processes
From MaRDI portal
Publication:2298117
DOI10.1155/2019/1717253zbMATH Open1435.91178OpenAlexW2932956506MaRDI QIDQ2298117FDOQ2298117
Publication date: 20 February 2020
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2019/1717253
Recommendations
- Complete and incomplete financial markets in multi-good economies
- Endogenous completeness of diffusion driven equilibrium markets
- Complete and competitive financial markets in a complex world
- Spanning and completeness in markets with contingent claims
- Dynamically complete markets under Brownian motion
Cites Work
- Title not available (Why is that?)
- Existence of financial equilibria in continuous time with potentially complete markets
- Financial markets in continuous time. Translated from the French by Anna Kennedy
- Endogenous completeness of diffusion driven equilibrium markets
- Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets
- A Dynamic Equilibrium Model of International Portfolio Holdings
- Integral representation of martingales motivated by the problem of endogenous completeness in financial economics
- Complete and incomplete financial markets in multi-good economies
- 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
- Title not available (Why is that?)
- 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
- Title not available (Why is that?)
- Endogenous completeness of diffusion driven equilibrium markets
This page was built for publication: The completeness and incompleteness of financial markets in economies driven by diffusion processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2298117)
