Date of Original Version

10-30-2014

Type

Article

Rights Management

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.

DOI

10.1007/s00780-014-0250-y

Included in

Mathematics Commons

Share

COinS
 

Published In

Finance and Stochastics, 19, 1, 1-22.