The integrability problem of asset prices

DOI10.1006/jeth.1993.1013zbMath0768.90008OpenAlexW2016039548MaRDI QIDQ1804023

Susheng Wang

Publication date: 29 June 1993

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jeth.1993.1013

zbMATH Keywords

rational expectations equilibriumdynamic continuous-time stochastic environment

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Economic growth models (91B62) Stochastic systems in control theory (general) (93E03)

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