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Existence of an endogenously complete equilibrium driven by a diffusion
Kramkov, Dmitry - In: Finance and stochastics 19 (2015) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10011416985
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The Krusell-Smith algorithm : are self-fulfilling equilibria likely?
Cozzi, Marco - In: Computational economics 46 (2015) 4, pp. 653-670
Persistent link: https://www.econbiz.de/10011478896
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Hayek, Hicks, Radner, and four equilibrium concepts : intertemporal, sequential, temporary, and rational-expectations
Glasner, David - In: Studies in the history of monetary theory : …, (pp. 457-488). 2021
Hayek was among the first to realize that, in intertemporal equilibrium, all agents must have correct expectations of future prices. Before comparing four categories of intertemporal equilibrium - (1) Perfect-foresight equilibrium, (2) Radner’s sequential equilibrium with incomplete markets,...
Persistent link: https://www.econbiz.de/10012705244
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Equilibrium in incomplete markets with differential information : a basic model of generic existence
Boisdeffre, Lionel de - In: Mathematical social sciences 110 (2021), pp. 53-62
Persistent link: https://www.econbiz.de/10012615611
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Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield
Nakajima, Katsushi - In: Annals of finance 18 (2022) 1, pp. 35-80
Persistent link: https://www.econbiz.de/10013194631
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Incomplete-market equilibria solved recursively on an event tree
Dumas, Bernard J.; Lyasoff, Andrew - 2009
Persistent link: https://www.econbiz.de/10003814589
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An incomplete equilibrium with a stochastic annuity
Weston, Kim; Žitković, Gordan - In: Finance and stochastics 24 (2020) 2, pp. 359-382
Persistent link: https://www.econbiz.de/10012253358
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Endogenous differential information
Cea-Echenique, Sebastián; Hervés-Beloso, Carlos; … - In: Economic theory : official journal of the Society for … 63 (2017) 1, pp. 51-72
Persistent link: https://www.econbiz.de/10011723277
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General economic equilibrium with financial markets and retainability
Jofré, Alejandro; Rockafellar, Ralph Tyrrell; Wets, … - In: Economic theory : official journal of the Society for … 63 (2017) 1, pp. 309-345
Persistent link: https://www.econbiz.de/10011723555
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Anatomizing incomplete-markets small open economies : policy trade-offs and equilibrium determinacy
Alonso-Carrera, Jaime; Kam, Timothy - In: Macroeconomic dynamics 20 (2016) 4, pp. 1022-1050
Persistent link: https://www.econbiz.de/10011579813