The role of (quasi) analyticity in establishing completeness of financial markets equilibria

DOI10.1007/978-3-319-93809-7_11zbMATH Open1443.91274OpenAlexW2947521673MaRDI QIDQ5111107FDOQ5111107

Roberto C. Raimondo, Yakar Kannai

Publication date: 26 May 2020

Published in: Studies in Economic Design (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-93809-7_11

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zbMATH Keywords

continuous-time securities marketfinancial markets equilibria

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Financial markets (91G15)

Cites Work

• An Intertemporal Capital Asset Pricing Model
• Title not available (Why is that?)
• Resolution of singularities in Denjoy-Carleman classes
• Existence of financial equilibria in continuous time with potentially complete markets
• Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
• Financial markets in continuous time. Translated from the French by Anna Kennedy
• Endogenous completeness of diffusion driven equilibrium markets
• Existence and Uniqueness of Equilibria When Preferences are Additively Separable
• Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets
• Quasi-analytic solutions of linear parabolic equations
• Integral representation of martingales motivated by the problem of endogenous completeness in financial economics
• WELFARE ECONOMICS AND EXISTENCE OF AN EQUILIBRIUM FOR A COMPETITIVE ECONOMY
• Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
• Stochastic Equilibria: Existence, Spanning Number, and the `No Expected Financial Gain from Trade' Hypothesis

Cited In (2)

• Equilibrium in Continuous-Time Financial Markets: Endogenously Dynamically Complete Markets
• Completeness of securities market models -- an operator point of view

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