Existence of financial equilibria in continuous time with potentially complete markets
| Year of publication: |
2010
|
|---|---|
| Authors: | Riedel, Frank ; Herzberg, Frederik |
| Publisher: |
Bielefeld : Bielefeld University, Institute of Mathematical Economics (IMW) |
| Subject: | Kapitalmarkttheorie | Gleichgewicht | Stochastischer Prozess | Unvollkommener Markt | Theorie | Potentially complete market | Continuous-time financial | market | Radner equilibrium | Itô diffusion | Analytic transition density |
| Series: | Working Papers ; 443 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | 641920628 [GVK] hdl:10419/43800 [Handle] |
| Classification: | D52 - Incomplete Markets ; D53 - Financial Markets ; G12 - Asset Pricing |
| Source: |
Persistent link: https://www.econbiz.de/10010285419