Equilibria with options: Existence and indeterminacy
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Publication:809852
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Cites work
- Characterisation of generically complete real asset structures
- 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
- Existence of competitive equilibria for option markets
- Existence of equilibrium with incomplete markets
- Options and Efficiency
- Options and equilibrium
- Real indeterminacy with financial assets
- Structure of financial markets and real indeterminacy of equilibria
- The Arrow-Debreu Model Extended to Financial Markets
- The Structure of Financial Equilibrium with Exogenous Yields: The Case of Incomplete Markets
Cited in
(6)- scientific article; zbMATH DE number 5692070 (Why is no real title available?)
- Competitive equilibrium of incomplete markets for securities with smooth payoffs
- OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS
- Equilibrium and arbitrage in incomplete asset markets with fixed prices
- Existence of competitive equilibria for option markets
- Non-existence and inefficiency of equilibria with American options
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