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Pricing rules and Arrow–Debreu ambiguous valuation · Study

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ArticlePricing rules and Arrow–Debreu ambiguous valuation

Aloisio Pessoa de Araujo2011

Article2011

Pricing rules and Arrow–Debreu ambiguous valuation

Aloisio Pessoa de Araujo · Alain Chateauneuf · José Heleno Faro

30 citations·0/0 files stored·Economic Theory

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Stochastic processes and financial applications Economic theories and models Risk and Portfolio Optimization

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References

1999Coherent Measures of Risk 1954Existence of an Equilibrium for a Competitive Economy 1989Maxmin expected utility with non-unique prior 1976Options and Efficiency 2004Stochastic Finance 1978A Simple Approach to the Valuation of Risky Streams 1954On Equilibrium in Graham's Model of World Trade and Other Competitive Systems 1995Martingales and Arbitrage in Securities Markets with Transaction Costs

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Year2011

Typearticle

Published2011-08-17

VenueEconomic Theory

ISSN-L0938-2259

Languageen

Citations30

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s00199-011-0660-4

openalex_workW3124145131

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