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Kreps, David M.

Arbitrage and equilibrium in economies with infinitely many commodities. (English) Zbl 0454.90010

J. Math. Econ. 8, 15-35 (1981).
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Cited in 3 Reviews
Cited in 152 Documents

MSC:

91B50 General equilibrium theory

Keywords:

arbitrage; economies with infinitely many commodities; existence of an economic equilibrium
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Full Text: DOI

References:

[1] Bewley, T., Existence of equilibria in economies with infinitely many commodities, Journal of Economic Theory, 4, 514-540 (1972)
[2] Black, F.; Scholes, M., The pricing of options and corporate liabilities, Journal of Political Economy, 81, 637-659 (1973) · Zbl 1092.91524
[3] Harrison, J. M.; Kreps, D., Martingales and arbitrage in multiperiod securities markets, Journal of Economic Theory, 20, 381-408 (1979) · Zbl 0431.90019
[4] Hart, O., Monopolistic competition in a large economy with differentiated commodities, Review of Economic Studies, 46, 1-30 (1979) · Zbl 0413.90014
[5] Kelley, J.; Namioda, I., Linear topological spaces (1963), Van Nostrand: Van Nostrand New York · Zbl 0115.09902
[6] Kolmogorov, A.; Fomin, S., Introductory real analysis (1970), Prentice-Hall: Prentice-Hall Englewood Cliffs, NJ · Zbl 0213.07305
[7] Kreps, D.; McCall, J., Multiperiod securities and the efficient allocation of risk: A comment on the Black-Scholes option pricing model, The economics of uncertainty and information (1979), forthcoming
[8] Mas-Colell, A., A model of equilibrium with differentiated commodities, Journal of Mathematical Economics, 2, 263-296 (1975) · Zbl 0315.90014
[9] Merton, R., The theory of rational option pricing, Bell Journal of Economics and Management Science, 4, 141-183 (1973) · Zbl 1257.91043
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