Endogenous determination of the degree of market-incompleteness in futures innovation

DOI10.1006/JETH.1995.1007zbMath0821.90019OpenAlexW2158315751MaRDI QIDQ1804630

Kazuhiko Ohashi

Publication date: 10 October 1995

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

Full work available at URL: https://doi.org/10.1006/jeth.1995.1007

zbMATH Keywords

futures contracts

Mathematics Subject Classification ID

General equilibrium theory (91B50)

Related Items (3)

Optimal futures innovation in a dynamic economy: The discrete-time case ⋮ Dynamic asset pricing with non-redundant forwards ⋮ Optimal spreading when spreading is optimal

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