Add to ORKGRiedel F, Herzberg F. Existence of financial equilibria in continuous time with potentially complete markets. Working Papers. Institute of Mathematical Economics. Vol 443. Bielefeld: Center for Mathematical Economics; 2010.We prove that in smooth Markovian continuous{time economies with potentially complete asset markets, Radner equilibria with endoge- nously complete markets exist
We consider a full equilibrium model in continuous time comprising a finite number of agents and tra...
We investigate conditions for endogenous incompleteness and completeness in continuous-time financia...
Motivated by an equilibrium problem, we establish the existence of a solution for a family of Markov...
We prove that in smooth Markovian continuous-time economies with potentially complete asset markets,...
We prove that in smooth Markovian continuous–time economies with potentially complete asset markets,...
We prove existence of equilibrium in a continuous-time securities market in which the securities are...
We study the existence of equilibria with endogenously complete markets in a continuous-time, hetero...
We study the existence of dynamic equilibria with endogenously complete markets in continuous-time, ...
We prove existence of equilibrium in a continuous-time securities market in which the securi-ties ar...
This paper investigates dynamic completeness of financial markets in which the underlying risk proc...
<p>The existence of complete Radner equilibria is established in an economy whose parameters are dri...
This paper investigates dynamic completeness of financial markets in which the underlying risk proce...
This paper investigates how continuous-time trading renders complete a financial market in which the...
Beißner P. Radner Equilibria under Ambiguous Volatility. Center for Mathematical Economics Working P...
The paper develops the continuous-time (infinite state space) counterpart of the discretetime gener...
We consider a full equilibrium model in continuous time comprising a finite number of agents and tra...
We investigate conditions for endogenous incompleteness and completeness in continuous-time financia...
Motivated by an equilibrium problem, we establish the existence of a solution for a family of Markov...
We prove that in smooth Markovian continuous-time economies with potentially complete asset markets,...
We prove that in smooth Markovian continuous–time economies with potentially complete asset markets,...
We prove existence of equilibrium in a continuous-time securities market in which the securities are...
We study the existence of equilibria with endogenously complete markets in a continuous-time, hetero...
We study the existence of dynamic equilibria with endogenously complete markets in continuous-time, ...
We prove existence of equilibrium in a continuous-time securities market in which the securi-ties ar...
This paper investigates dynamic completeness of financial markets in which the underlying risk proc...
<p>The existence of complete Radner equilibria is established in an economy whose parameters are dri...
This paper investigates dynamic completeness of financial markets in which the underlying risk proce...
This paper investigates how continuous-time trading renders complete a financial market in which the...
Beißner P. Radner Equilibria under Ambiguous Volatility. Center for Mathematical Economics Working P...
The paper develops the continuous-time (infinite state space) counterpart of the discretetime gener...
We consider a full equilibrium model in continuous time comprising a finite number of agents and tra...
We investigate conditions for endogenous incompleteness and completeness in continuous-time financia...
Motivated by an equilibrium problem, we establish the existence of a solution for a family of Markov...