The stochastic field of aggregate utilities and its saddle conjugate
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References listed on IDEAS
- Paul Milgrom & Ilya Segal, 2002. "Envelope Theorems for Arbitrary Choice Sets," Econometrica, Econometric Society, vol. 70(2), pages 583-601, March.
- Dana, R. A. & Le Van, C., 1996.
"Asset Equilibria in Lp spaces with complete markets: A duality approach,"
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Elsevier, vol. 25(3), pages 263-280.
- Dana, R.A. & Le Van, C., 1996. "Asset Equilibria in "L" Spaces with Complete Markets: A Duality Approach," Papers 95.388, Toulouse - GREMAQ.
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- Peter Bank & Dmitry Kramkov, 2011. "A model for a large investor trading at market indifference prices. II: Continuous-time case," Papers 1110.3229, arXiv.org, revised Sep 2015.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-11-02 (All new papers)
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