Existence of competitive equilibria for option markets
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Publication:1262190
DOI10.1016/0022-0531(89)90027-6zbMath0685.90019OpenAlexW2086676100MaRDI QIDQ1262190
Publication date: 1989
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0022-0531(89)90027-6
Related Items (4)
Competitive equilibrium of incomplete markets for securities with smooth payoffs ⋮ An introduction to general equilibrium with incomplete asset markets ⋮ An analysis of the conditions for the validity of Modigliani-Miller theorem with incomplete markets ⋮ Equilibria with options: Existence and indeterminacy
Cites Work
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- Options and equilibrium
- Existence of equilibrium with incomplete markets
- Equilibrium in incomplete markets. I: A basic model of generic existence
- Equilibrium in incomplete markets. II: Generic existence in stochastic economies
- On the optimality of equilibrium when the market structure is incomplete
- Options and Efficiency
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