Arbitrage and price revelation with asymmetric information and incomplete markets
type: Item
instance of: scholarly article
title: Arbitrage and price revelation with asymmetric information and incomplete markets
zbMATH Open document ID: 1024.91008
DOI: 10.1016/S0304-4068(02)00075-7
published in: Journal of Mathematical Economics
publication date: 2003-04-02T00:00:00Z
Mathematics Subject Classification ID: 91B26
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 91B50
zbMATH DE Number: 1891752
zbMATH Keywords: asymmetric information
zbMATH Keywords: private information
zbMATH Keywords: no-arbitrage
zbMATH Keywords: incomplete markets
zbMATH Keywords: refinement
zbMATH Keywords: information revealed by prices
author: Bernard Cornet
author: Lionel de Boisdeffre
MaRDI profile type: Publication
cites work: Competitive equilibria with asymmetric information
cites work: On the optimality of equilibrium when the market structure is incomplete
cites work: Incomplete markets over an infinite horizon: Long-lived securities and speculative bubbles
cites work: Rational Expectations Equilibrium: Generic Existence and the Information Revealed by Prices
cites work: Arbitrage and the Existence of Competitive Equilibrium
description: scientific article; zbMATH DE number 1891752