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Asset markets equilibrium in Lp spaces with separable utilities
Cuong Le Van, (2001)
Equilibrium versus market efficiency : randomness versus complexity in finance markets
McCauley, Joseph L., (2012)
On the macroeconomic implications of firm dynamics, banking, and reputation
Totzek, Alexander, (2011)
On the semimartingale property via bounded logarithmic utility
Larsen, Kasper, (2008)
An example of a stochastic equilibrium with incomplete markets
Žitković, Gordan, (2012)
Financial equilibria in the semimartingale setting: Complete markets and markets with withdrawal constraints
Žitković, Gordan, (2006)