Asset market equilibrium in infinite dimensional complete markets
type: Item
instance of: scholarly article
title: Asset market equilibrium in infinite dimensional complete markets
zbMATH Open document ID: 0722.90007
DOI: 10.1016/0304-4068(91)90022-L
author: Harrison H. C. Cheng
published in: Journal of Mathematical Economics
publication date: 1991-01-01T00:00:00Z
Mathematics Subject Classification ID: 91B50
zbMATH DE Number: 4191358
zbMATH Keywords: complete contingent claims markets
zbMATH Keywords: existence of equilibrium
MaRDI profile type: Publication
cites work: Q4070950
cites work: The pricing of options and corporate liabilities
cites work: Q4148368
cites work: Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
cites work: Q3254057
cites work: Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions
cites work: Martingales and arbitrage in multiperiod securities markets
cites work: Q5723419
cites work: Arbitrage and equilibrium in economies with infinitely many commodities
cites work: An equilibrium existence theorem
cites work: The Price Equilibrium Existence Problem in Topological Vector Lattices
cites work: Q4905685
cites work: The Existence of "Compensated Equilibrium" and the Structure of the Pareto Efficiency Frontier
cites work: WELFARE ECONOMICS AND EXISTENCE OF AN EQUILIBRIUM FOR A COMPETITIVE ECONOMY
cites work: Asset Market Equilibrium with Short-Selling
cites work: On equilibrium in Hart's securities exchange model
cites work: Proper preferences and quasi-concave utility functions
cites work: Q3874719
cites work: Arbitrage and the Existence of Competitive Equilibrium
Wikidata QID: Q127098626
full work available at URL: 0304-4068(91)90022-l
OpenAlex ID: W2089250322
description: scientific article; zbMATH DE number 4191358