Existence of competitive equilibrium of large security-spot market with incomplete asset structure
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Publication:263128
DOI10.1007/s11424-007-9034-1zbMath1333.91062OpenAlexW2136695037MaRDI QIDQ263128
Publication date: 4 April 2016
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-007-9034-1
equilibriumincomplete asset structurelarge economysecurity-spot market with measurable space of agents
Microeconomic theory (price theory and economic markets) (91B24) Derivative securities (option pricing, hedging, etc.) (91G20) Actuarial science and mathematical finance (91G99)
Cites Work
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