Sequential trading with coarse contingencies

DOI10.1016/J.JET.2024.105874MaRDI QIDQ6604762zbMATH OpenFDO

Authors Sarah Auster, Jeremy Kettering, Asen Kochov

Publication date 13 September 2024

Published in Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JET.2024.105874

Mathematics Subject Classification ID

Decision theory (91B06) Trade models (91B60)

Recommendations

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Cites work

• A behavioral definition of unforeseen contingencies
• A canonical model for interactive unawareness
• Coping with ignorance: Unforeseen contingencies and non-additive uncertainty
• Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets
• Expected uncertain utility theory
• Game theory without partitions, and applications to speculation and consensus
• scientific article; zbMATH DE number 3487161 (Why is no real title available?)
• Market behavior when preferences are generated by second-order stochastic dominance
• Microeconomic theory
• Sequential indetermninacy in production economies
• Temporary General Equilibrium in a Sequential Trading Model with Spot and Futures Transactions
• Temporary General Equilibrium Theory
• Unawareness -- a gentle introduction to both the literature and the special issue
• Unawareness and bankruptcy: a general equilibrium model
• Understanding the nonadditive probability decision model

Cited in

(2)

• Surprise and default in general equilibrium
• Simple market structures are incomplete

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