Arbitrage and equilibrium in economies with infinitely many commodities
Tóm tắt
Từ khóa
Tài liệu tham khảo
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Black, 1973, The pricing of options and corporate liabilities, Journal of Political Economy, 81, 637, 10.1086/260062
Harrison, 1979, Martingales and arbitrage in multiperiod securities markets, Journal of Economic Theory, 20, 381, 10.1016/0022-0531(79)90043-7
Hart, 1979, Monopolistic competition in a large economy with differentiated commodities, Review of Economic Studies, 46, 1, 10.2307/2297169
Kelley, 1963
Kolmogorov, 1970
Kreps, 1979, Multiperiod securities and the efficient allocation of risk: A comment on the Black–Scholes option pricing model, The economics of uncertainty and information
Mas-Colell, 1975, A model of equilibrium with differentiated commodities, Journal of Mathematical Economics, 2, 263, 10.1016/0304-4068(75)90028-2