Equilibria with options: Existence and indeterminacy
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Publication:809852
DOI10.1016/0022-0531(91)90124-MzbMATH Open0732.90013MaRDI QIDQ809852FDOQ809852
Authors: Stefan Krasa, Jan Werner 
Publication date: 1991
Published in: Journal of Economic Theory (Search for Journal in Brave)
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Arrow-Debreu equilbriumequilibrium allocationsincomplete futures marketsmanifold of a high dimensionsequential tradingspot commodity markets
Cites Work
- Equilibrium in incomplete markets. I: A basic model of generic existence
- Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
- Options and Efficiency
- Real indeterminacy with financial assets
- The Structure of Financial Equilibrium with Exogenous Yields: The Case of Incomplete Markets
- Characterisation of generically complete real asset structures
- Options and equilibrium
- Existence of equilibrium with incomplete markets
- Structure of financial markets and real indeterminacy of equilibria
- Existence of competitive equilibria for option markets
- The Arrow-Debreu Model Extended to Financial Markets
Cited In (6)
- OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS
- Competitive equilibrium of incomplete markets for securities with smooth payoffs
- Equilibrium and arbitrage in incomplete asset markets with fixed prices
- Title not available (Why is that?)
- Non-existence and inefficiency of equilibria with American options
- Existence of competitive equilibria for option markets
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