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Existence of an endogenously complete equilibrium driven by a diffusion
Kramkov, Dmitry, (2015)
On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets
Jarrow, Robert A., (2017)
Recursive equilibria in dynamic economies with stochastic production
Brumm, Johannes, (2017)
Convex compactness and its applications
Žitkovi´c, Gordan, (2010)
On agent's agreement and partial-equilibrium pricing in incomplete markets
Anthropelos, Michail, (2010)
Partial equilibria with convex capital requirements : existence, uniqueness and stability