Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty (Q1650941): Difference between revisions

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Latest revision as of 04:02, 16 July 2024

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Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty
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    Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty (English)
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    16 July 2018
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    Knightian uncertainty
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    ambiguity
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    general equilibrium
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    asset pricing
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    Radner equilibrium
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