Add to ORKGWe prove that in smooth Markovian continuous-time economies with potentially complete asset markets, Radner equilibria with endogenously complete markets exist.Potentially complete market, Continuous-time financial market, Radner equilibrium, Itô diffusion, Analytic transition density
We combine general equilibrium theory and théorie générale of stochastic processes to derive structu...
This is the accepted and refereed manuscript to the articleWe investigate conditions for endogenous ...
A two-period (O and T) Arrow-Debreu economy is set up with a general model of uncertainty. We suppos...
Riedel F, Herzberg F. Existence of financial equilibria in continuous time with potentially complete...
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...
Beißner P. Radner Equilibria under Ambiguous Volatility. Center for Mathematical Economics Working P...
We study the existence of dynamic equilibria with endogenously complete markets in continuous-time, ...
<p>The existence of complete Radner equilibria is established in an economy whose parameters are dri...
We prove existence of equilibrium in a continuous-time securities market in which the securi-ties ar...
Motivated by an equilibrium problem, we establish the existence of a solution for a family of Markov...
This paper investigates dynamic completeness of financial markets in which the underlying risk proc...
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...
We combine general equilibrium theory and théorie générale of stochastic processes to derive structu...
This is the accepted and refereed manuscript to the articleWe investigate conditions for endogenous ...
A two-period (O and T) Arrow-Debreu economy is set up with a general model of uncertainty. We suppos...
Riedel F, Herzberg F. Existence of financial equilibria in continuous time with potentially complete...
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...
Beißner P. Radner Equilibria under Ambiguous Volatility. Center for Mathematical Economics Working P...
We study the existence of dynamic equilibria with endogenously complete markets in continuous-time, ...
<p>The existence of complete Radner equilibria is established in an economy whose parameters are dri...
We prove existence of equilibrium in a continuous-time securities market in which the securi-ties ar...
Motivated by an equilibrium problem, we establish the existence of a solution for a family of Markov...
This paper investigates dynamic completeness of financial markets in which the underlying risk proc...
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...
We combine general equilibrium theory and théorie générale of stochastic processes to derive structu...
This is the accepted and refereed manuscript to the articleWe investigate conditions for endogenous ...
A two-period (O and T) Arrow-Debreu economy is set up with a general model of uncertainty. We suppos...