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Implementing Arrow-Debreu Equilibria in Security Markets with Infinite Dimensional Martingale Generator

Implementing Arrow-Debreu Equilibria in Security Markets with Infinite Dimensional Martingale Generator
Digital文書・図像類
Kusuda, KojiCenter for Risk Research (CRR), Shiga University2004-09CRR Working Paper, Series BB-1p.1-16
Other Libraries in Japan
  • Subject Heading...eu equilibrium Infinite dimensional martingale generator Jump-diffusion

General Equilibrium Analysis in Security Markets with Infinite Dimensional Martingale Generator

General Equilibrium Analysis in Security Markets with Infinite Dimensional Martingale Generator
Digital文書・図像類
Kusuda, KojiCenter for Risk Research (CRR), Shiga University2004-10CRR Working Paper, Series BB-2p.1-19
Other Libraries in Japan
  • Subject Heading...brium analysis Infinite dimensional martingale generator Jump-diffusion Stochastic dif...
  • Note (General)...) economy with infinite dimensional martingale generator can be identifiedwith an Arro...

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