INFINITE HORIZON INCOMPLETE MARKETS WITH A CONTINUUM OF STATES

DOI10.1111/j.1467-9965.1996.tb00074.xzbMath0915.00032OpenAlexW2011995965MaRDI QIDQ4226858

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Publication date: 24 June 1999

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9965.1996.tb00074.x

zbMATH Keywords

Special issueMarket imperfections

Mathematics Subject Classification ID

Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to operations research and mathematical programming (90-06)

Related Items

Equilibrium with limited-recourse collateralized loans ⋮ Incomplete financial markets and jumps in asset prices ⋮ Credit risk in general equilibrium

Cites Work

• A note on Fatou's lemma in several dimensions
• Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
• Asset Prices in an Exchange Economy
• INCOMPLETE MARKETS IN INFINITE HORIZON: DEBT CONSTRAINTS VERSUS NODE PRICES¹
• Infinite Horizon Incomplete Markets
• Unnamed Item