Pricing rules and Arrow-Debreu ambiguous valuation (Q663197)
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scientific article; zbMATH DE number 6006297
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| default for all languages | No label defined |
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| English | Pricing rules and Arrow-Debreu ambiguous valuation |
scientific article; zbMATH DE number 6006297 |
Statements
Pricing rules and Arrow-Debreu ambiguous valuation (English)
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14 February 2012
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pricing rule
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frictionless incomplete market
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ambiguity
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state price
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capacity, Lehrer integral
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Choquet integral
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0.7602309584617615
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0.7549038529396057
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0.7457874417304993
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0.7407026886940002
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