Non-standard analysis with applications to economics
In: Handbook of Mathematical Economics
No abstract is available for this item.
If 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.||Handle:|| RePEc:eee:matchp:4-39||Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/bookseriesdescription.cws_home/BS_HE/description|
- 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.
- 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.
- 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.
- Peter J. Hammond & Yeneng Sun, 2003.
"Monte Carlo simulation of macroeconomic risk with a continuum of agents: the symmetric case,"
Springer;Society for the Advancement of Economic Theory (SAET), vol. 21(2), pages 743-766, March.
- 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.
- Peter J. Hammond, "undated". "Multilaterally Strategy-Proof Mechanisms in Random Aumann--Hildenbrand Macroeconomies," Working Papers 97022, 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, 1997. "Non-Archimedean Subjective Probabilities in Decision Theory and Games," Working Papers 97038, Stanford University, Department of Economics.
- 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.
- 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.
- Sun, Yeneng & Zhang, Yongchao, 2008. "Individual Risk and Lebesgue Extension without Aggregate Uncertainty," MPRA Paper 7448, University Library of Munich, Germany.
- M. Ali Khan, 2007. "Perfect Competition," PIDE-Working Papers 2007:15, Pakistan Institute of Development 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.
- Ali Khan, M. & Sun, Yeneng, 2001. "Exact arbitrage, well-diversified portfolios and asset pricing in large markets," FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE) 420, FGV/EPGE - Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- 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.
- M. Ali Khan & Yeneng Sun, 1996. "Hyperfinite Asset Pricing Theory," Cowles Foundation Discussion Papers 1139, Cowles Foundation for Research in Economics, Yale University.
- 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.
- Herzberg, Frederik, 2011. "A representative individual from Arrovian aggregation of parametric individual utilities," Center for Mathematical Economics Working Papers 411, Center for Mathematical Economics, Bielefeld University.
- Konovalov, Alexander & Marakulin, Valeri, 2006. "Equilibria without the survival assumption," Journal of Mathematical Economics, Elsevier, vol. 42(2), pages 198-215, April.
- Sun, Yeneng, 1998. "A theory of hyperfinite processes: the complete removal of individual uncertainty via exact LLN1," Journal of Mathematical Economics, Elsevier, vol. 29(4), pages 419-503, May.
When requesting a correction, please mention this item's handle: RePEc:eee:matchp:4-39. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu)
If references are entirely missing, you can add them using this form.
Follow series, journals, authors & more
New papers by email
Subscribe to new additions to RePEc
Public profiles for Economics researchers
Various rankings of research in Economics & related fields
Who was a student of whom, using RePEc
Curated articles & papers on various economics topics
Upload your paper to be listed on RePEc and IDEAS
Blog aggregator for economics research
Cases of plagiarism in Economics
Job Market Papers
RePEc working paper series dedicated to the job market
Pretend you are at the helm of an economics department
Services from the StL Fed
Data, research, apps & more from the St. Louis Fed