- Hofbauer, Josef & Oechssler, Jörg & Riedel, Frank, 2009.
"Brown-von Neumann-Nash dynamics: The continuous strategy case,"
Games and Economic Behavior,
Elsevier, vol. 65(2), pages 406-429, March.
[Downloadable!] (restricted)
Other versions:
- Josef Hofbauer & Jörg Oechssler & Frank Riedel, 2005.
"Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case,"
Bonn Econ Discussion Papers
bgse38_2005, University of Bonn, Germany.
[Downloadable!]
- Josef Hofbauer & Joerg Oechssler & Frank Riedel, 2005.
"Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case,"
Game Theory and Information
0512003, EconWPA.
[Downloadable!]
- Josef Hofbauer & Jörg Oechssler, 2005.
"Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case,"
Working Papers
0424, University of Heidelberg, Department of Economics, revised Dec 2005.
[Downloadable!]
- Hofbauer, Josef & Oechssler, Jörg & Riedel, Frank, 2005.
"Brown-von Neumann-Nash Dynamics: The Continuous Strategy Case,"
Sonderforschungsbereich 504 Publications
05-41, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
[Downloadable!]
See citations under working paper version above.
- Frank Riedel, 2009.
"Optimal Stopping With Multiple Priors,"
Econometrica,
Econometric Society, vol. 77(3), pages 857-908, 05.
[Downloadable!] (restricted)
Cited by:
- Tatjana Chudjakow & Jörg Vorbrink, 2009.
"Exercise Strategies for American Exotic Options under Ambiguity,"
Working Papers
421, Bielefeld University, Institute of Mathematical Economics.
[Downloadable!]
- V. Martins-da-Rocha & Frank Riedel, 2006.
"Stochastic equilibria for economies under uncertainty with intertemporal substitution,"
Annals of Finance,
Springer, vol. 2(1), pages 101-122, January.
[Downloadable!] (restricted)
Cited by:
- Martins-da-Rocha, V. F. & Riedel, Frank, 2008.
"On Equilibrium Prices in Continuous Time,"
Economics Working Papers (Ensaios Economicos da EPGE)
672, Graduate School of Economics, Getulio Vargas Foundation (Brazil).
[Downloadable!]
Other versions:
- Grimm, Veronika & Riedel, Frank & Wolfstetter, Elmar, 2003.
"Low price equilibrium in multi-unit auctions: the GSM spectrum auction in Germany,"
International Journal of Industrial Organization,
Elsevier, vol. 21(10), pages 1557-1569, December.
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Other versions: See citations under working paper version above.
- Oechssler, Jorg & Riedel, Frank, 2002.
"On the Dynamic Foundation of Evolutionary Stability in Continuous Models,"
Journal of Economic Theory,
Elsevier, vol. 107(2), pages 223-252, December.
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Other versions:
- J. Oechssler & F. Riedel, .
"On the Dynamic Foundation of Evolutionary Stability in Continuous Models,"
Sonderforschungsbereich 373
2000-73, Humboldt Universitaet Berlin.
- Joerg Oechssler & Frank Riedel, 2000.
"On the Dynamic Foundation of Evolutionary Stability in Continuous Models,"
Game Theory and Information
0004004, EconWPA.
[Downloadable!]
- Jörg Oechssler & Frank Riedel, 2000.
"On the Dynamic Foundation of Evolutionary Stability in Continuous Models,"
Bonn Econ Discussion Papers
bgse7_2000, University of Bonn, Germany.
[Downloadable!]
See citations under working paper version above.
- Frank Riedel & Peter Bank, 2001.
"Existence and structure of stochastic equilibria with intertemporal substitution,"
Finance and Stochastics,
Springer, vol. 5(4), pages 487-509.
[Downloadable!] (restricted)
Other versions: See citations under working paper version above.
- Riedel, Frank, 2001.
"Existence of Arrow-Radner Equilibrium with Endogenously Complete Markets under Incomplete Information,"
Journal of Economic Theory,
Elsevier, vol. 97(1), pages 109-122, March.
[Downloadable!] (restricted)
Cited by:
- Bernard Dumas & Alexander Kurshev & Raman Uppal, 2007.
"Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility,"
NBER Working Papers
13401, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
- Dumas, Bernard J & Kurshev, Alexander & Uppal, Raman, 2007.
"Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility,"
CEPR Discussion Papers
6455, C.E.P.R. Discussion Papers.
[Downloadable!] (restricted)
- Bank, Peter & Riedel, Frank, 2000.
"Non-time additive utility optimization--the case of certainty,"
Journal of Mathematical Economics,
Elsevier, vol. 33(3), pages 271-290, April.
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Other versions: See citations under working paper version above.