Arbitrage and equilibrium in economies with infinitely many commodities

Journal of Mathematical Economics - Tập 8 Số 1 - Trang 15-35 - 1981
David M. Kreps1,2
1Churchill College, Cambridge, UK
2Stanford University, Stanford, CA 94305, USA

Tóm tắt

Từ khóa


Tài liệu tham khảo

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Harrison, 1979, Martingales and arbitrage in multiperiod securities markets, Journal of Economic Theory, 20, 381, 10.1016/0022-0531(79)90043-7

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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

Merton, 1973, The theory of rational option pricing, Bell Journal of Economics and Management Science, 4, 141, 10.2307/3003143