Existence, Uniqueness, and Determinacy of Equilibria in Complete Security Markets with Infinite Dimensional Martingale Generator
Year of publication: |
2002
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Authors: | Kusuda, Koji |
Publisher: |
Minneapolis, MN : University of Minnesota, Center for Economic Research |
Subject: | Wertpapierhandel | Martingale | Vollkommener Wettbewerb | Allgemeines Gleichgewicht | Gleichgewicht | Theorie | jump diffusion |
Series: | Discussion Paper ; 316 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 375313109 [GVK] hdl:10419/23494 [Handle] |
Classification: | G10 - General Financial Markets. General ; D51 - Exchange and Production Economies ; C62 - Existence and Stability Conditions of Equilibrium |
Source: |
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Kusuda, Koji, (2002)
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