Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty.
Patrick BeissnerFrank RiedelPublished in: Finance Stochastics (2018)
Keyphrases
- financial markets
- stock trading
- stock data
- stock price
- foreign exchange
- stock market
- trading systems
- game theoretic
- stock exchange
- long run
- inherent uncertainty
- fixed point
- game theory
- technical indicators
- nash equilibrium
- decision making
- nash equilibria
- turning points
- trend analysis
- probability theory
- social welfare
- possibility theory
- expected utility
- uncertain data
- conditional probabilities
- incomplete information
- long term