The well-posedness of solutions for a nonlinear generalized asset pricing model

zbMATH Open1258.91077MaRDI QIDQ4904899FDOQ4904899

Authors: Shan Wang, Shaoyong Lai, Xiangyu Zhang, Yue Zhong 

Publication date: 13 February 2013

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zbMATH Keywords

well-posednessnonlinearityasset pricing model

Mathematics Subject Classification ID

General equilibrium theory (91B50) Special types of economic equilibria (91B52) Trade models (91B60)

Cited In (5)

• EXISTENCE, UNIQUENESS, AND DETERMINACY OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN ASSET MARKETS WITH GENERAL UTILITY FUNCTIONS AND AN ELLIPTICAL DISTRIBUTION
• Does a unique solution exist for a nonlinear rational expectation equation with zero lower bound?
• Continuous time one-dimensional asset-pricing models with analytic price-dividend functions
• The dynamic properties of solutions for a generalized Abel asset pricing model
• Solving Asset Pricing Models when the Price-Dividend Function Is Analytic

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