The Arrow-Debreu Model Extended to Financial Markets
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Bibliographic InfoArticle provided by Econometric Society in its journal Econometrica.
Volume (Year): 47 (1979)
Issue (Month): 3 (May)
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- Alexandre Baptista, 2000. "Options and Efficiency in Multiperiod Security Markets," Econometric Society World Congress 2000 Contributed Papers 0299, Econometric Society.
- Philippe Bertrand & Jean-luc Prigent, 2014. "Equilibrium of Financial Derivative Markets under Portfolio Insurance Constraints," Working Papers 2014-330, Department of Research, Ipag Business School.
- Baptista, Alexandre M., 2003. "Spanning with American options," Journal of Economic Theory, Elsevier, vol. 110(2), pages 264-289, June.
- Alexandre Baptista, 2007. "On the Non-Existence of Redundant Options," Economic Theory, Springer, vol. 31(2), pages 205-212, May.
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