Date of Original Version
The final publication is available at Springer via http://dx.doi.org/10.1007/s00780-014-0250-y
Abstract or Description
The existence of complete Radner equilibria is established in an economy whose parameters are driven by a diffusion process. Our results complement those in the literature. In particular, we work under essentially minimal regularity conditions and treat the timeinhomogeneous case.
Finance and Stochastics, 19, 1, 1-22.