Convergence of the equilibrium prices in a family of financial models

DOI10.1007/S007800200099zbMath1040.91051OpenAlexW3121867324MaRDI QIDQ1424722

Elyès Jouini

Publication date: 16 March 2004

Published in: Finance and Stochastics (Search for Journal in Brave)

Full work available at URL: http://halshs.archives-ouvertes.fr/halshs-00167153/en/

zbMATH Keywords

convergenceincomplete marketsarbitrage pricingequilibrium pricing

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Stochastic models in economics (91B70) Strong limit theorems (60F15) Microeconomic theory (price theory and economic markets) (91B24) General theory of stochastic processes (60G07) Actuarial science and mathematical finance (91G99)

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