Brownian equilibria under Knightian uncertainty
Patrick Beißner
| Year of publication: |
2015
|
|---|---|
| Authors: | Beißner, Patrick |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 9.2015, 1, p. 39-56
|
| Subject: | Generalized stochastic differential utility | Super-gradients | Properness | General equilibrium | Knightian uncertainty | General existence | Asset pricing | Theorie | Theory | Risiko | Risk | Allgemeines Gleichgewicht | Nutzen | Utility | Entscheidung unter Unsicherheit | Decision under uncertainty | CAPM | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010500697