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Existence of competitive equilibrium with incomplete markets - MaRDI portal

Existence of competitive equilibrium with incomplete markets (Q1098749)

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scientific article; zbMATH DE number 4037551
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Existence of competitive equilibrium with incomplete markets
scientific article; zbMATH DE number 4037551

    Statements

    Existence of competitive equilibrium with incomplete markets (English)
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    1988
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    The existence of competitive equilibrium is proved for a model with incomplete futures markets. The security returns in this model are denominated in terms of units which represent certain composite commodities specific to events.
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    existence of competitive equilibrium
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    incomplete futures markets
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