Title:

Infinite Horizon Incomplete Markets with a Continuum of States

Authors:

Aloisio Araujo (IMPA (Inst Mat Pura Aplicada), FGV)
Paulo Santos Monteiro (IMPA (Inst Mat Pura Aplicada))
Mário Páscoa (U Nova)

Journal:

Mathematical Finance

Year:

1996

Volume:

6

Pages:

119-132

JEL codes:

G12 - Asset Pricing; Trading volume; Bond Interest Rates
D52 - Incomplete Markets