Competitive prices for a stochastic input-output model with infinite time horizon
From MaRDI portal
Publication:2472442
DOI10.1007/s00199-007-0225-8zbMath1133.91044OpenAlexW1974382150MaRDI QIDQ2472442
Publication date: 22 February 2008
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-007-0225-8
Related Items (3)
Von Neumann–Gale model, market frictions and capital growth ⋮ Von Neumann-Gale dynamics and capital growth in financial markets with frictions ⋮ A note on almost sure uniform and complete convergences of a sequence of random variables
Cites Work
- Unnamed Item
- Unnamed Item
- Martingales and arbitrage in multiperiod securities markets
- Martingales and stochastic integrals in the theory of continuous trading
- Efficiency in economic growth models under uncertainty
- An example of the non-existence of malinvaud prices in a tight economy
- On efficiency and Pareto optimality of competitive programs in closed multisector models
- A note on the role of the transversality condition in signalling capital overaccumulation
- Efficiency and optimality in stochastic models with production
- Duality and martingales: a stochastic programming perspective on contingent claims
- On infinite-horizon minimum-cost hedging under cone constraints
- On the fundamental theorem of asset pricing with an infinite state space
- Efficient Programmes for Polyhedral Technologies are Competitive
- Hedging and Maxmin
- Rational Asset Pricing Bubbles
- MARTINGALE MEASURES FOR DISCRETE‐TIME PROCESSES WITH INFINITE HORIZON
- The analysis of finite security markets using martingales
- Efficient Capital Accumulation: A Corrigendum
- Capital Accumulation and Efficient Allocation of Resources
This page was built for publication: Competitive prices for a stochastic input-output model with infinite time horizon
