INCOMPLETE MARKETS IN INFINITE HORIZON: DEBT CONSTRAINTS VERSUS NODE PRICES1
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Publication:4226861
DOI10.1111/j.1467-9965.1996.tb00076.xzbMath0915.90055MaRDI QIDQ4226861
Monique Florenzano, Pascal Gourdel
Publication date: 23 February 1999
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.1996.tb00076.x
incomplete markets; stochastic equilibrium; borrowing constraints; infinite horizon economies; no-arbitrage asset pricing; one-period securities
91B62: Economic growth models
91B26: Auctions, bargaining, bidding and selling, and other market models
91B50: General equilibrium theory
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