Price Uncertainty and Price-Contingent Securities
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References listed on IDEAS
- Graciela Chichilnisky & Geoffrey Heal, 1998. "A unified treatment of finite and infinite economies: limited arbitrage is necessary and sufficient for the existence of equilibrium and the core," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 12(1), pages 163-176.
- Detemple, Jerome B & Selden, Larry, 1991. "A General Equilibrium Analysis of Option and Stock Market Interactions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 32(2), pages 279-303, May.
- Chichilnisky, Graciela, 1995. "Limited Arbitrage Is Necessary and Sufficient for the Existence of a Competitive Equilibrium with or without Short Sales," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 5(1), pages 79-108, January.
- Stigum, Bernt P., 1972. "Balanced growth under uncertainty," Journal of Economic Theory, Elsevier, vol. 5(1), pages 42-68, August.
- Werner, Jan, 1987. "Arbitrage and the Existence of Competitive Equilibrium," Econometrica, Econometric Society, vol. 55(6), pages 1403-1418, November.
- Henrotte,Philippe, 1992. "Existence and optimality of equilibria in markets with tradeable derivative securities," Discussion Paper Serie A 380, University of Bonn, Germany.
- Svensson, Lars E O, 1981. "Efficiency and Speculation in a Model with Price-Contingent Contracts," Econometrica, Econometric Society, vol. 49(1), pages 131-151, January.
More about this item
- D5 - Microeconomics - - General Equilibrium and Disequilibrium
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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