Existence of competitive equilibrium of large security-spot market with incomplete asset structure

DOI10.1007/s11424-007-9034-1zbMath1333.91062OpenAlexW2136695037MaRDI QIDQ263128

Guosheng Zhang

Publication date: 4 April 2016

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-007-9034-1

zbMATH Keywords

equilibriumincomplete asset structurelarge economysecurity-spot market with measurable space of agents

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) Derivative securities (option pricing, hedging, etc.) (91G20) Actuarial science and mathematical finance (91G99)

Cites Work

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