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scientific article; zbMATH DE number 7594960
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Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling
scientific article; zbMATH DE number 7594960

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    Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling (English)
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    30 September 2022
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    utility aggregation
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    heterogeneous preferences
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    market-consistent progressive utility
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    yield curve
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