Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty
type: Item
instance of: scholarly article
title: Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty
zbMATH Open document ID: 1402.91284
author: Patrick Beissner
author: Frank Riedel
published in: Finance and Stochastics
publication date: 2018-07-16T00:00:00Z
Mathematics Subject Classification ID: 91B51
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 60G44
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 6903851
zbMATH Keywords: Knightian uncertainty
zbMATH Keywords: ambiguity
zbMATH Keywords: general equilibrium
zbMATH Keywords: asset pricing
zbMATH Keywords: Radner equilibrium
MaRDI profile type: Publication
full work available at URL: s00780-018-0362-x
OpenAlex ID: W3122753872
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DOI: 10.1007/S00780-018-0362-X
description: scientific article; zbMATH DE number 6903851