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  • Search: subject:"Endogenous completeness"
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Dynamic equilibrium 2 Endogenous completeness 2 Martingale representation 2 Real-analytic functions 2 Allgemeines Gleichgewicht 1 Dynamisches Gleichgewicht 1 Equilibrium model 1 Equilibrium theory 1 General equilibrium 1 Gleichgewichtsmodell 1 Gleichgewichtstheorie 1 Incomplete market 1 Martingal 1 Martingale 1 Stochastic process 1 Stochastischer Prozess 1 Unvollkommener Markt 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
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Kramkov, Dmitry 2
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Finance and Stochastics 1 Finance and stochastics 1
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ECONIS (ZBW) 1 RePEc 1
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Existence of an endogenously complete equilibrium driven by a diffusion
Kramkov, Dmitry - In: Finance and stochastics 19 (2015) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10011416985
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Existence of an endogenously complete equilibrium driven by a diffusion
Kramkov, Dmitry - In: Finance and Stochastics 19 (2015) 1, pp. 1-22
<Para ID="Par1">The existence of complete Radner equilibria is established in an economy whose parameters are driven by a diffusion process. Our results complement those in the literature. In particular, we work under essentially minimal regularity conditions and treat the time-inhomogeneous case. Copyright...</para>
Persistent link: https://www.econbiz.de/10011151671
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