Existence of financial equilibria in continuous time with potentially complete markets
| Year of publication: |
2013
|
|---|---|
| Authors: | Riedel, Frank ; Herzberg, Frederik |
| Published in: |
Journal of Mathematical Economics. - Elsevier, ISSN 0304-4068. - Vol. 49.2013, 5, p. 398-404
|
| Publisher: |
Elsevier |
| Subject: | Potentially complete market | Continuous-time financial market | Radner equilibrium | Itô diffusion |