No-arbitrage equilibria with differential information: an existence proof
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Publication:873901
DOI10.1007/s00199-006-0093-7zbMath1129.91030OpenAlexW2079232190MaRDI QIDQ873901
Publication date: 20 March 2007
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-006-0093-7
Cooperative games (91A12) Auctions, bargaining, bidding and selling, and other market models (91B26) General equilibrium theory (91B50)
Related Items
Collateralized assets and asymmetric information, Equilibrium in incomplete markets with differential information: a basic model of generic existence, Dropping rational expectations
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