The Third Biennial Urie Bronfenbrenner Conference
The Neuroscience of Risky Decision Making
September 22-23, 2011
102 Mann Library (off the lobby)
Cornell University

Abstract:
A general discrete-time framework for deriving equilibrium prices of financial assets is
proposed. It allows for heterogenous agents, unspanned random endowments and convex
trading…

Hans Föllmer
Institute for Mathematics
Humboldt Universität zu Berlin
Some Martingale Aspects of Financial Bubbles
We discuss some recent developments in the probabilistic analysis…