Radner equilibrium in incomplete Lévy models
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Publication:300843
DOI10.1007/s11579-016-0161-0zbMath1390.91232arXiv1507.02974OpenAlexW3122412741MaRDI QIDQ300843
F. Blanchet-Sadri, M. Dambrine
Publication date: 29 June 2016
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.02974
Processes with independent increments; Lévy processes (60G51) Martingales with continuous parameter (60G44) Financial applications of other theories (91G80) General equilibrium theory (91B50)
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