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Price Uncertainty and Price-Contingent Securities

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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1007/s001990050101openalex-extracted

Endogenous uncertainty in a general equilibrium model with price contingent contracts

inferredcites →https://doi.org/10.1007/s001990050215openalex-extracted

A unified treatment of finite and infinite economies: limited arbitrage is necessary and sufficient for the existence of equilibrium and the core

inferredcites →https://doi.org/10.1016/0022-0531(72)90117-2openalex-extracted

Balanced growth under uncertainty

inferredcites →https://doi.org/10.1016/0022-0531(74)90054-4openalex-extracted

On the existence of equilibrium in a securities model

inferredcites →https://doi.org/10.1016/0022-0531(83)90027-3openalex-extracted

Overlapping expectations and Hart's conditions for equilibrium in a securities model

inferredcites →https://doi.org/10.2307/1911130openalex-extracted

Efficiency and Speculation in a Model with Price-Contingent Contracts

inferredcites →https://doi.org/10.2307/1913563openalex-extracted

Arbitrage and the Existence of Competitive Equilibrium

inferredcites →https://doi.org/10.2307/2526876openalex-extracted

A General Equilibrium Analysis of Option and Stock Market Interactions

inferredcites →https://doi.org/10.1007/bf01213646openalex-snapshot

Limited arbitrage is necessary and sufficient for the existence of a competitive equilibrium with or without short sales

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