Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/43800
Authors: 
Riedel, Frank
Herzberg, Frederik
Year of Publication: 
2010
Series/Report no.: 
Working papers // Institute of Mathematical Economics 443
Abstract: 
We prove that in smooth Markovian continuous-time economies with potentially complete asset markets, Radner equilibria with endogenously complete markets exist.
Subjects: 
Potentially complete market
Continuous-time financial
market
Radner equilibrium
Itô diffusion
Analytic transition density
JEL: 
D52
D53
G12
Document Type: 
Working Paper

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