Endogenous completeness of diffusion driven equilibrium markets
Year of publication: |
2012
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Authors: | Hugonnier, Julien ; Malamud, Semyon ; Trubowitz, Eugene |
Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 80.2012, 3, p. 1249-1270
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Subject: | Kapitalmarkttheorie | Financial economics | Volatilität | Volatility | Dividende | Dividend | Unvollkommener Markt | Incomplete market | Allgemeines Gleichgewicht | General equilibrium | Theorie | Theory |
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