Existence of an endogenously complete equilibrium driven by a diffusion
Year of publication: |
2015
|
---|---|
Authors: | Kramkov, Dmitry |
Published in: |
Finance and Stochastics. - Springer. - Vol. 19.2015, 1, p. 1-22
|
Publisher: |
Springer |
Subject: | Endogenous completeness | Dynamic equilibrium | Martingale representation | Real-analytic functions |
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