Equilibria with options: Existence and indeterminacy
type: Item
instance of: scholarly article
title: Equilibria with options: Existence and indeterminacy
zbMATH Open document ID: 0732.90013
DOI: 10.1016/0022-0531(91)90124-M
author: Stefan Krasa
author: Jan Werner
published in: Journal of Economic Theory
publication date: 1991-01-01T00:00:00Z
Mathematics Subject Classification ID: 91B50
zbMATH DE Number: 4211755
zbMATH Keywords: spot commodity markets
zbMATH Keywords: incomplete futures markets
zbMATH Keywords: equilibrium allocations
zbMATH Keywords: manifold of a high dimension
zbMATH Keywords: Arrow-Debreu equilbrium
zbMATH Keywords: sequential trading
MaRDI profile type: Publication
cites work: The Structure of Financial Equilibrium with Exogenous Yields: The Case of Incomplete Markets
cites work: Equilibrium in incomplete markets. I: A basic model of generic existence
cites work: The Arrow-Debreu Model Extended to Financial Markets
cites work: Real indeterminacy with financial assets
cites work: Existence of equilibrium with incomplete markets
cites work: Existence of competitive equilibria for option markets
cites work: Characterisation of generically complete real asset structures
cites work: Options and equilibrium
cites work: Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
cites work: Options and Efficiency
cites work: Structure of financial markets and real indeterminacy of equilibria
description: scientific article; zbMATH DE number 4211755