Existence of Arrow-Debreu Equilibrium with Generalized Stochastic Differential Utility
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References listed on IDEAS
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KeywordsBSDE; GSDU; super-gradients; properness; general equilibrium; Knightian uncertainty;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-DGE-2011-04-23 (Dynamic General Equilibrium)
- NEP-ORE-2011-04-23 (Operations Research)
- NEP-UPT-2011-04-23 (Utility Models & Prospect Theory)
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