Pricing rules and Arrow–Debreu ambiguous valuation

Aloisio Araujo, Alain Chateauneuf and José Faro ()

Economic Theory, 2012, vol. 49, issue 1, 35 pages

Keywords: Pricing rule; Frictionless incomplete market; Ambiguity; State price; Capacity; Lehrer integral; Choquet integral; D52; D53 (search for similar items in EconPapers)
Date: 2012
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Working Paper: Pricing rules and Arrow-Debreu ambiguous valuation (2012)
Working Paper: Pricing rules and Arrow-Debreu ambiguous valuation (2012)
Working Paper: Pricing rules and Arrow-Debreu ambiguous valuation (2012)
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DOI: 10.1007/s00199-011-0660-4

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