The Role of (Quasi) Analyticity in Establishing Completeness of Financial Markets Equilibria

DOI10.1007/978-3-319-93809-7_11zbMath1443.91274OpenAlexW2947521673MaRDI QIDQ5111107

Roberto C. Raimondo, Yakar Kannai

Publication date: 26 May 2020

Published in: Studies in Economic Design (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-93809-7_11

zbMATH Keywords

continuous-time securities marketfinancial markets equilibria

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Financial markets (91G15)

Cites Work

• Unnamed Item
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• An Intertemporal Capital Asset Pricing Model
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