Existence and structure of stochastic equilibria with intertemporal substitution

DOI10.1007/S007800100048zbMath0994.91037OpenAlexW1970858804WikidataQ125706369 ScholiaQ125706369MaRDI QIDQ5957682

Peter Bank, Frank Riedel

Publication date: 13 March 2002

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: http://edoc.hu-berlin.de/18452/4077

zbMATH Keywords

general equilibriumlocal substitutionnon time additive utility

Mathematics Subject Classification ID

Stochastic models in economics (91B70) General equilibrium theory (91B50)

Related Items (9)

General equilibrium analysis in ordered topological vector spaces ⋮ Generic determinacy among stationary overlapping generations ⋮ Generic determinacy of equilibria with local substitution ⋮ Existence of financial equilibria in continuous time with potentially complete markets ⋮ Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players ⋮ Stochastic equilibria for economies under uncertainty with intertemporal substitution ⋮ On equilibrium prices in continuous time ⋮ Optimal consumption choice with intolerance for declining standard of living ⋮ On variant reflected backward SDEs, with applications

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