Duality and General Equilibrium Theory Under Knightian Uncertainty (Q4635253)

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scientific article; zbMATH DE number 6860078
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English
Duality and General Equilibrium Theory Under Knightian Uncertainty
scientific article; zbMATH DE number 6860078

    Statements

    title
    Duality and General Equilibrium Theory Under Knightian Uncertainty (English)
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    publication date
    16 April 2018
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    zbMATH Keywords
    asset pricing
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    general equilibrium under uncertainty
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    space of contingent claims
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    volatility uncertainty
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    dual space
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    mutually singular probability measures
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    cites work
    Q5386174
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    Theory of capacities
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    Q4389637
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    Q5436616
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    Identifiers

    DOI
    10.1137/17M1120877
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    Mathematics Subject Classification ID
    91B50
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    91B25
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    46A20
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    zbMATH DE Number
    6860078
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    OpenAlex ID
    W2795142838
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    Wikidata QID
    Q130063887
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