INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT (Q4906540): Difference between revisions

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Latest revision as of 06:12, 6 July 2024

scientific article; zbMATH DE number 6139592
Language Label Description Also known as
English
INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT
scientific article; zbMATH DE number 6139592

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    INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT (English)
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    28 February 2013
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    hybrid default model
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    indifference valuation
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    robust optimization
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    ambiguity aversion
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    risk aversion
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