Pricing rules and Arrow-Debreu ambiguous valuation
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Publication:663197
DOI10.1007/S00199-011-0660-4zbMATH Open1276.91054OpenAlexW3126039052MaRDI QIDQ663197FDOQ663197
Authors: Alain Chateauneuf, José Heleno Faro, Aloisio Araujo 
Publication date: 14 February 2012
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-011-0660-4
Recommendations
ambiguityChoquet integralcapacity, Lehrer integralfrictionless incomplete marketpricing rulestate price
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Cited In (15)
- Cost-efficient contingent claims with market frictions
- Bounded arbitrage and nearly rational behavior
- Option implied ambiguity and its information content: evidence from the subprime crisis
- Equilibria under Knightian price uncertainty
- Submodular financial markets with frictions
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- A Neyman-Pearson problem with ambiguity and nonlinear pricing
- Competitive equilibria in a comonotone market
- Put-call parities, absence of arbitrage opportunities, and nonlinear pricing rules
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- A REPRESENTATION OF KEYNES’S LONG-TERM EXPECTATION IN FINANCIAL MARKETS
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