A time-embedded approach to economic equilibrium with incomplete financial markets

DOI10.1007/978-4-431-53883-7_8zbMath1216.91041OpenAlexW1857630312MaRDI QIDQ3000048

Roger J.-B. Wets, R. Tyrrell Rockafellar, Alejandro Jofre

Publication date: 18 May 2011

Published in: Advances in Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-4-431-53883-7_8

zbMATH Keywords

transaction costsgeneral economic equilibriumincomplete financial marketstime embeddingample survivabilityretention of money

Mathematics Subject Classification ID

General equilibrium theory (91B50) Actuarial science and mathematical finance (91G99)

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