Non-standard analysis with applications to economics
In: Handbook of Mathematical Economics
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
This chapter was published in:
This item is provided by Elsevier in its series Handbook of Mathematical Economics with number 4-39.
Contact details of provider:
Web page: http://www.elsevier.com/wps/find/bookseriesdescription.cws_home/BS_HE/description
Find related papers by JEL classification:
- C0 - Mathematical and Quantitative Methods - - General
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- M. Ali Khan, 2007.
2007:15, Pakistan Institute of Development Economics.
- Herzberg, Frederik, 2010.
"A representative individual from Arrovian aggregation of parametric individual utilities,"
Journal of Mathematical Economics,
Elsevier, vol. 46(6), pages 1115-1124, November.
- Frederik Herzberg, 2009. "A representative individual from Arrovian aggregation of parametric individual utilities," Working Papers 411, Bielefeld University, Center for Mathematical Economics.
- Sun, Yeneng & Zhang, Yongchao, 2008.
"Individual Risk and Lebesgue Extension without Aggregate Uncertainty,"
7448, University Library of Munich, Germany.
- Sun, Yeneng & Zhang, Yongchao, 2009. "Individual risk and Lebesgue extension without aggregate uncertainty," Journal of Economic Theory, Elsevier, vol. 144(1), pages 432-443, January.
- Peter J. Hammond, 1997.
"Non-Archimedean Subjective Probabilities in Decision Theory and Games,"
97038, Stanford University, Department of Economics.
- Hammond, Peter J., 1999. "Non-Archimedean subjective probabilities in decision theory and games," Mathematical Social Sciences, Elsevier, vol. 38(2), pages 139-156, September.
- Peter J. Hammond, . "Multilaterally Strategy-Proof Mechanisms in Random Aumann--Hildenbrand Macroeconomies," Working Papers 97022, Stanford University, Department of Economics.
- Dapeng CAI & Takashi Gyoshin NITTA, 2008. "Limit of the Solutions for the Finite Horizon Problems as the Optimal Solution to the Infinite Horizon Optimization Problems," Papers 0803.4050, arXiv.org.
- Konovalov, Alexander & Marakulin, Valeri, 2006. "Equilibria without the survival assumption," Journal of Mathematical Economics, Elsevier, vol. 42(2), pages 198-215, April.
- Peter J. Hammond & Yeneng Sun, 2003.
"Monte Carlo simulation of macroeconomic risk with a continuum of agents: the symmetric case,"
Springer, vol. 21(2), pages 743-766, 03.
- Peter Hammond & Yeneng Sun, 2001. "Monte Carlo Simulation of Macroeconomic Risk with a Continuum of Agents: The Symmetric Case," Working Papers 01015, Stanford University, Department of Economics.
- M. Ali Khan & Yeneng Sun, 1996. "Hyperfinite Asset Pricing Theory," Cowles Foundation Discussion Papers 1139, Cowles Foundation for Research in Economics, Yale University.
- Khan, M. Ali Khan, 2007. "Perfect Competition," MPRA Paper 2202, University Library of Munich, Germany.
- M Ali Khan & Yeneng Sun, 2002.
"Exact Arbitrage Well-Diversified Potfolios and Asset Pricing in Large Markets,"
Economics Working Paper Archive
483, The Johns Hopkins University,Department of Economics.
- Khan, M. Ali & Sun, Yeneng, 2003. "Exact arbitrage, well-diversified portfolios and asset pricing in large markets," Journal of Economic Theory, Elsevier, vol. 110(2), pages 337-373, June.
- Khan, M. Ali & Sun, Yeneng, 2001. "Exact Arbitrage, Well-Diversified Portfolios and Asset Pricing in Large Markets," Economics Working Papers (Ensaios Economicos da EPGE) 420, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- Darrell Duffie & Yeneng Sun, 2011.
"The Exact Law of Large Numbers for Independent Random Matching,"
NBER Working Papers
17280, National Bureau of Economic Research, Inc.
- Duffie, Darrell & Sun, Yeneng, 2012. "The exact law of large numbers for independent random matching," Journal of Economic Theory, Elsevier, vol. 147(3), pages 1105-1139.
- Darrell Duffie & Yeneng Sun, 2004. "The Exact Law of Large Numbers for Independent Random Matching," Levine's Bibliography 122247000000000328, UCLA Department of Economics.
- Konovalov, A. & Marakulin, V., 2001. "Equilibria Without the Survival Assumption: A Non-Standard Analysis Approach," Discussion Paper 2001-34, Tilburg University, Center for Economic Research.
- Peter J. Hammond & Yeneng Sun, 2000. "Joint Measurability and the One-way Fubini Property for a Continuum of Independent Random Variables," Working Papers 00008, Stanford University, Department of Economics.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei).
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.