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Start Over Descriptor "Competitive completion" Topic 60a99
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1. Complete and competitive financial markets in a complex world.

Author

Cassese, Gianluca

Subjects
FINANCIAL markets, PROBABILITY measures, MARKETING models, MARKET power, IMPERFECTION
Abstract

We investigate the possibility of completing financial markets in a model with no exogenous probability measure, with market imperfections and with an arbitrary sample space. We also consider whether such an extension may be possible in a competitive environment. Our conclusions highlight the economic role of complexity. [ABSTRACT FROM AUTHOR]

Published
2021
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