General Incomplete-Market Equilibria in Continuous Time


The paper develops the continuous-time (infinite state space) counterpart of the discrete-time general incomplete-market equilibrium model from (Dumas and Lyasoff, 2012). It is shown that the main conclusions from (DL) carry... [ view full abstract ]


  1. Andrew Lyasoff (Boston University, Questrom School of Business)

Topic Areas

Equilibrium Models , Incompleteness , Macroeconomics


TH-A-DA » Equilibria, Games and BSDEs (11:30 - Thursday, 19th July, Davis)

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