Equilibrium Models With Singular Asset Prices

DOI10.1111/j.1467-9965.1991.tb00013.xzbMath0900.90111OpenAlexW2009076726MaRDI QIDQ4345912

Ioannis Karatzas, John P. Lehoczky, Steven E. Shreve

Publication date: 31 August 1997

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

Full work available at URL: https://doi.org/10.1111/j.1467-9965.1991.tb00013.x

zbMATH Keywords

stochastic calculusequilibrium analysisfinancial economics

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50)

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