Indifference pricing with uncertainty averse preferences (Q1940387): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1830166689 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 18:28, 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)
0 references
6 March 2013
0 references
indifference pricing
0 references
uncertainty aversion
0 references
risk measures
0 references
quasiconvexity
0 references
cash-subadditivity
0 references
