Duality and General Equilibrium Theory Under Knightian Uncertainty
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Publication:4635253
DOI10.1137/17M1120877zbMath1408.91133OpenAlexW2795142838WikidataQ130063887 ScholiaQ130063887MaRDI QIDQ4635253
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Publication date: 16 April 2018
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/17m1120877
asset pricingdual spacevolatility uncertaintymutually singular probability measuresgeneral equilibrium under uncertaintyspace of contingent claims
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