Indifference pricing with uncertainty averse preferences (Q1940387): Difference between revisions
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Latest revision as of 19:28, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Indifference pricing with uncertainty averse preferences |
scientific article |
Statements
Indifference pricing with uncertainty averse preferences (English)
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6 March 2013
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indifference pricing
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uncertainty aversion
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risk measures
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quasiconvexity
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cash-subadditivity
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