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PARTIAL EQUILIBRIUM AND MARKET COMPLETION - MaRDI portal

PARTIAL EQUILIBRIUM AND MARKET COMPLETION (Q5462703)

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scientific article; zbMATH DE number 2190899
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English
PARTIAL EQUILIBRIUM AND MARKET COMPLETION
scientific article; zbMATH DE number 2190899

    Statements

    title
    PARTIAL EQUILIBRIUM AND MARKET COMPLETION (English)
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    publication date
    3 August 2005
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    zbMATH Keywords
    External risk
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    climate risk
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    weather risk
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    incomplete financial market
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    utility maximization
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    exponential utility
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    market equilibrium
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    market clearing
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    stochastic differential equation
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    backwards stochastic differential equation
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    pricing rules
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    BMO martingales
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    Identifiers

    Mathematics Subject Classification ID
    91B26
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    60H10
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    60H20
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    60H30
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    91B30
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    zbMATH DE Number
    2190899
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