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Recursive equilibrium in stochastic OLG economies : incomplete markets

Citanna, Alessandro; Siconolfi, Paolo - In: Journal of mathematical economics 48 (2012) 5, pp. 322-337

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Equilibria with incomplete markets and overlapping generations

Cass, David; Green, Richard C.; Spear, Stephen E. - 1991

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Stochastic overlapping generations model with incomplete financial markets

Schmachtenberg, Rolf - 1988

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Existence of financial equilibria in continuous time with potentially complete markets

Riedel, Frank; Herzberg, Frederik - In: Journal of mathematical economics 49 (2013) 5, pp. 398-404

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On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets

Jarrow, Robert A. - In: Mathematics and financial economics 11 (2017) 4, pp. 455-477

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On the Existence of Competitive Equilibrium in Frictionless and Incomplete Stochastic Asset Markets

Jarrow, Robert A. - 2017

Using a standard frictionless, continuous time, and continuous trading stochastic economy with heterogeneous beliefs, the purpose of this paper is to provide sufficient conditions for the existence of competitive equilibrium in an incomplete asset market. A new approach to proving existence is...

Persistent link: https://www.econbiz.de/10012970661