Brownian equilibria under Knightian uncertainty
Year of publication: |
2015
|
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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 |
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