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Supplemental material - May 2012 Volume 80 Issue 3


Endogenous Completeness of Diffusion Driven Equilibrium Markets

J. Hugonnier
S. Malamud
E. Trubowitz

Go to: Proofs



Proofs - Supplement to "Endogenous Completeness of Diffusion Driven Equilibrium Markets"
Julien Hugonnier, Semyon Malamud, and Eugene Trubowitz

Description: This document gives the proofs that were omitted from the main text, provide details for some of the arguments used in the proofs of the main results, and discuss some additional results concerning the assumption of real analyticity in the space variables and economies with terminal dividends, heterogenous discount rates and time-dependent aggregate consumption.

View the file (pdf file format)



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