INFINITE HORIZON INCOMPLETE MARKETS WITH A CONTINUUM OF STATES

DOI10.1111/j.1467-9965.1996.tb00074.xzbMath0919.90015MaRDI QIDQ4226859

Mario Rui Pascoa, Aloisio Pessoa de Araujo, Paulo Klinger Monteiro

Publication date: 26 May 1999

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9965.1996.tb00074.x

zbMATH Keywords

infinite horizon; existence of equilibria; incomplete markets economy

Mathematics Subject Classification ID

91B62: Economic growth models

91B26: Auctions, bargaining, bidding and selling, and other market models

91B50: General equilibrium theory

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Cites Work

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• A note on Fatou's lemma in several dimensions
• Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
• Asset Prices in an Exchange Economy
• INCOMPLETE MARKETS IN INFINITE HORIZON: DEBT CONSTRAINTS VERSUS NODE PRICES¹
• Infinite Horizon Incomplete Markets