An example of a stochastic equilibrium with incomplete markets
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Bibliographic InfoArticle provided by Springer in its journal Finance and Stochastics.
Volume (Year): 16 (2012)
Issue (Month): 2 (April)
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Web page: http://www.springerlink.com/content/101164/
Find related papers by JEL classification:
- 91G - - - - - -
- 35K - - - - - -
- C62 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Existence and Stability Conditions of Equilibrium
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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- Bayraktar, Erhan & Kravitz, Ross, 2013.
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- Erhan Bayraktar & Ross Kravitz, 2011. "Stability of exponential utility maximization with respect to market perturbations," Papers 1107.2716, arXiv.org, revised Dec 2012.
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