INFINITE HORIZON INCOMPLETE MARKETS WITH A CONTINUUM OF STATES
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Publication:4226859
DOI10.1111/j.1467-9965.1996.tb00074.xzbMath0919.90015OpenAlexW2011995965MaRDI QIDQ4226859
Mario Rui Pascoa, Aloisio Pessoa de Araujo, Paulo Klinger Monteiro
Publication date: 26 May 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
Economic growth models (91B62) Auctions, bargaining, bidding and selling, and other market models (91B26) General equilibrium theory (91B50)
Related Items (7)
Making promises in infinite-horizon economies with default and collateral ⋮ Defaulting firms and systemic risks in financial networks: a normative approach ⋮ Discreteness of equilibria in incomplete markets with a continuum of states ⋮ Trading constraints penalizing default: A recursive approach ⋮ Harsh default penalties lead to Ponzi schemes ⋮ Overlapping generations models with incomplete markets ⋮ An overlapping generations model with non-ordered preferences and numeraire-incomplete markets
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