Book contents
- Frontmatter
- Contents
- Preface
- List of contributors
- Section I Information and markets
- Section II Uncertainty and finance
- 3 The formulation of uncertainty: Prices and states
- 4 A remark on incomplete market equilibrium
- 5 Existence and optimality of a general equilibrium with endogenous uncertainty
- 6 Market equilibrium with endogenous price uncertainty and options
- 7 Catastrophe futures: Financial markets for unknown risks
- Section III Market externalities and justice
- Author index
- Subject index
4 - A remark on incomplete market equilibrium
Published online by Cambridge University Press: 05 December 2011
- Frontmatter
- Contents
- Preface
- List of contributors
- Section I Information and markets
- Section II Uncertainty and finance
- 3 The formulation of uncertainty: Prices and states
- 4 A remark on incomplete market equilibrium
- 5 Existence and optimality of a general equilibrium with endogenous uncertainty
- 6 Market equilibrium with endogenous price uncertainty and options
- 7 Catastrophe futures: Financial markets for unknown risks
- Section III Market externalities and justice
- Author index
- Subject index
Summary
- Type
- Chapter
- Information
- Markets, Information and UncertaintyEssays in Economic Theory in Honor of Kenneth J. Arrow, pp. 67 - 71Publisher: Cambridge University PressPrint publication year: 1999
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