Showing 1 - 9 of 9
We prove that in smooth Markovian continuous-time economies with potentially complete asset markets, Radner equilibria with endogenously complete markets exist.
Persistent link: https://www.econbiz.de/10010285419
We prove that in smooth Markovian continuous-time economies with potentially complete asset markets, Radner equilibria with endogenously complete markets exist. -- Potentially complete market ; Continuous-time financial ; market ; Radner equilibrium ; Itô diffusion ; Analytic transition density
Persistent link: https://www.econbiz.de/10008757952
Persistent link: https://www.econbiz.de/10013091319
Persistent link: https://www.econbiz.de/10013059969
Persistent link: https://www.econbiz.de/10010190170
We prove that in smooth Markovian continuous-time economies with potentially complete asset markets, Radner equilibria with endogenously complete markets exist.
Persistent link: https://www.econbiz.de/10010875283
Persistent link: https://www.econbiz.de/10010174752
We prove that in smooth Markovian continuous-time economies with potentially complete asset markets, Radner equilibria with endogenously complete markets exist.
Persistent link: https://www.econbiz.de/10010600113
We prove that in smooth Markovian continuous-time economies with potentially complete asset markets, Radner equilibria with endogenously complete markets exist.
Persistent link: https://www.econbiz.de/10008764998