Optimal futures innovation in a dynamic economy: The discrete-time case
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Publication:1367903
DOI10.1006/JETH.1996.2263zbMath0887.90015OpenAlexW2120175849MaRDI QIDQ1367903
Publication date: 6 May 1998
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jeth.1996.2263
Related Items (1)
Cites Work
- Optimal hedging and equilibrium in a dynamic futures market
- A characterization of the optimality of equilibrium in incomplete markets
- Anonymity and optimality of competitive equilibria when markets are incomplete
- Financial market innovation and security design: An introduction
- Optimal incomplete markets with asymmetric information
- Endogenous determination of the degree of market-incompleteness in futures innovation
- Optimality of incomplete markets
- Commision-revenue maximization in a general equilibrium model of asset creation
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