Choquet-based European option pricing with stochastic (and fixed) strikes (Q2516642): Difference between revisions

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Revision as of 08:25, 5 March 2024

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Choquet-based European option pricing with stochastic (and fixed) strikes
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    Choquet-based European option pricing with stochastic (and fixed) strikes (English)
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    3 August 2015
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    option pricing
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    ambiguity
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    Choquet uncertainty
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    decision theory
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    investment behavior
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