Equilibrium prices and trade under ambiguous volatility (Q2403447)

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Equilibrium prices and trade under ambiguous volatility
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    Equilibrium prices and trade under ambiguous volatility (English)
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    8 September 2017
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    Knightian uncertainty
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    variational preferences
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    general equilibrium
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    singular priors
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    ambiguous volatility
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    insurance under ambiguity
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    equilibrium price systems
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