Leandro C. Rêgo

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We prove fundamental theorems of asset pricing for good deal bounds in incomplete markets. These theorems relate arbitrage-freedom and uniqueness of prices for over-the-counter derivatives to existence and uniqueness of a pricing kernel that is consistent with market prices and the acceptance set of good deals. They are proved using duality of convex(More)
Applying unawareness belief structures introduced in Heifetz, Meier, and Schip-per (2013a), we develop Bayesian games with unawareness, define equilibrium, and prove existence. We show how equilibria are extended naturally from lower to higher awareness levels and restricted from higher to lower awareness levels. We apply Bayesian games with unawareness to(More)
Candida is an opportunistic pathogen that affects high-risk patients who are either immunocompromised or critically ill and is associated with almost 80% of all nosocomial fungal infections, representing the major cause of fungemia with high mortality rates (40%). Candida albicans is the main cause of candidemia and among the non-albicans species C.(More)
Several measures for the density of sets of integers have been proposed, such as the asymptotic density, the Schnirelmann density, and the Dirichlet density. There has been some work in the literature on extending some of these concepts of density to higher dimensional sets of integers. In this work, we propose an extension of the Dirichlet density for sets(More)
Santos, Helton Saulo Bezerra dos Fiscal and monetary policy interactions: a game theoretical approach / Helton Saulo Bezerra dos Santos. ii Acknowledgements During my two years at UFPE, I received support from many human beings who dedicated part of their lives to help me in my work. My desire is to thank kindly each of them. I took great delight in having(More)
We develop a model of games with awareness that allows for diierential levels of awareness. We show that, for the standard modal logical interpretations of belief and awareness, a player cannot believe there exist propositions of which he is unaware. Nevertheless, we argue that a boundedly rational individual may regard the possibility that there exist(More)
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