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


MSC:

91B50 General equilibrium theory
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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
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