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An incomplete equilibrium with a stochastic annuity - MaRDI portal

An incomplete equilibrium with a stochastic annuity (Q2308176)

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An incomplete equilibrium with a stochastic annuity
scientific article

    Statements

    title
    An incomplete equilibrium with a stochastic annuity (English)
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    author
    Kim Weston
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    Gordan Žitković
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    publication date
    25 March 2020
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    zbMATH Keywords
    incomplete markets
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    Radner equilibrium
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    annuity
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    BSDE
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    systems of BSDEs
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    unspanned income
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    Identifiers

    zbMATH DE Number
    7182408
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    OpenAlex ID
    W3004233135
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    arXiv ID
    1809.05947
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