IMPLEMENTING ARROW–DEBREU EQUILIBRIA IN APPROXIMATELY COMPLETE SECURITY MARKETS
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Publication:6196942
DOI10.15807/JORSJ.67.18OpenAlexW4391381180WikidataQ128987067 ScholiaQ128987067MaRDI QIDQ6196942
Publication date: 15 March 2024
Published in: Journal of the Operations Research Society of Japan (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.15807/jorsj.67.18
Arrow-Debreu equilibriumeconomicsapproximately complete marketsjump-diffusion informationsecurity market equilibrium
Derivative securities (option pricing, hedging, etc.) (91G20) Jump processes on discrete state spaces (60J74)
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