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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 135 Documents

MSC:

91B50 General equilibrium theory

Keywords:

arbitrage; economies with infinitely many commodities; existence of an economic equilibrium
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\textit{D. M. Kreps}, J. Math. Econ. 8, 15--35 (1981; Zbl 0454.90010)
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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 New York
[6] Kolmogorov, A.; Fomin, S., Introductory real analysis, (1970), 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
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.