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IMPLEMENTING ARROW–DEBREU EQUILIBRIA IN APPROXIMATELY COMPLETE SECURITY MARKETS - MaRDI portal

IMPLEMENTING ARROW–DEBREU EQUILIBRIA IN APPROXIMATELY COMPLETE SECURITY MARKETS (Q6196942)

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scientific article; zbMATH DE number 7819357
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English
IMPLEMENTING ARROW–DEBREU EQUILIBRIA IN APPROXIMATELY COMPLETE SECURITY MARKETS
scientific article; zbMATH DE number 7819357

    Statements

    title
    IMPLEMENTING ARROW–DEBREU EQUILIBRIA IN APPROXIMATELY COMPLETE SECURITY MARKETS (English)
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    author
    Koji Kusuda
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    publication date
    15 March 2024
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    zbMATH Keywords
    economics
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    approximately complete markets
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    Arrow-Debreu equilibrium
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    jump-diffusion information
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    security market equilibrium
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    Identifiers

    zbMATH DE Number
    7819357
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    OpenAlex ID
    W4391381180
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    Wikidata QID
    Q128987067
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    DOI
    10.15807/JORSJ.67.18
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