Non-implementability of Arrow–Debreu equilibria by continuous trading under volatility uncertainty
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DOI: 10.1007/s00780-018-0362-x
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; ; ; ; ;JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- G1 - Financial Economics - - General Financial Markets
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