Existence of an endogenously complete equilibrium driven by a diffusion
Dmitry Kramkov
| Year of publication: |
January 2015
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| Authors: | Kramkov, Dmitry |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 19.2015, 1, p. 1-22
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| Subject: | Endogenous completeness | Dynamic equilibrium | Martingale representation | Real-analytic functions | Dynamisches Gleichgewicht | Gleichgewichtsmodell | Equilibrium model | Gleichgewichtstheorie | Equilibrium theory | Martingal | Martingale | Unvollkommener Markt | Incomplete market | Stochastischer Prozess | Stochastic process | Allgemeines Gleichgewicht | General equilibrium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-014-0250-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011416985