Existence of financial equilibria in continuous time with potentially complete markets
Riedel F, Herzberg F (2010) Working Papers. Institute of Mathematical Economics; 443.
Bielefeld: Center for Mathematical Economics.
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| Veröffentlicht | Englisch
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Autor*in
Riedel, FrankUniBi 
;
Herzberg, Frederik
;
Herzberg, FrederikAbstract / Bemerkung
We prove that in smooth Markovian continuous{time economies with
potentially complete asset markets, Radner equilibria with endoge-
nously complete markets exist.
Stichworte
Potentially complete market;
Continuous-time financial market;
Radner equilibrium;
It^o diffusion;
Analytic transition density
Erscheinungsjahr
2010
Serientitel
Working Papers. Institute of Mathematical Economics
Band
443
ISSN
0931-6558
Page URI
https://pub.uni-bielefeld.de/record/2909312
Zitieren
Riedel 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.
Riedel, F., & Herzberg, F. (2010). Existence of financial equilibria in continuous time with potentially complete markets (Working Papers. Institute of Mathematical Economics, 443). Bielefeld: Center for Mathematical Economics.
Riedel, Frank, and Herzberg, Frederik. 2010. Existence of financial equilibria in continuous time with potentially complete markets. Vol. 443. Working Papers. Institute of Mathematical Economics. Bielefeld: Center for Mathematical Economics.
Riedel, F., and Herzberg, F. (2010). Existence of financial equilibria in continuous time with potentially complete markets. Working Papers. Institute of Mathematical Economics, 443, Bielefeld: Center for Mathematical Economics.
Riedel, F., & Herzberg, F., 2010. Existence of financial equilibria in continuous time with potentially complete markets, Working Papers. Institute of Mathematical Economics, no.443, Bielefeld: Center for Mathematical Economics.
F. Riedel and F. Herzberg, 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.
Riedel, F., Herzberg, F.: Existence of financial equilibria in continuous time with potentially complete markets. Working Papers. Institute of Mathematical Economics, 443. Center for Mathematical Economics, Bielefeld (2010).
Riedel, Frank, and Herzberg, Frederik. Existence of financial equilibria in continuous time with potentially complete markets. Bielefeld: Center for Mathematical Economics, 2010. Working Papers. Institute of Mathematical Economics. 443.
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