https://ideas.repec.org/p/hal/cesptp/halshs-00101177.html
No-arbitrage condition and existence of equilibrium with dividends
Downloadable! In this paper we first give an elementary proof of existence of equilibrium with dividends in an economy with possibly satiated consumers.We then...
no arbitrage conditionexistenceequilibriumdividends
https://ideas.repec.org/p/hal/wpaper/halshs-01065775.html
Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets
Downloadable! Technical abstract: A necessary condition for two time series to be nontrivially cointegrated is the equality of their respective integration...
no arbitrage conditionunbalancedfractionalcointegration