Endogenous incompleteness of financial markets: the role of ambiguity and ambiguity aversion
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Publication:1049235
DOI10.1016/j.jmateco.2009.07.004zbMath1180.91137MaRDI QIDQ1049235
Publication date: 8 January 2010
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2009.07.004
91B16: Utility theory
91B24: Microeconomic theory (price theory and economic markets)
91G99: Actuarial science and mathematical finance
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Cites Work
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