Risk, uncertainty, and option exercise (Q631243): Difference between revisions

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+Choice under uncertainty with the best and worst in mind: Neo-additive capacities
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+Ambiguity, Risk, and Asset Returns in Continuous Time
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+Risk, Ambiguity, and the Savage Axioms
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+A Definition of Uncertainty Aversion
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+A two-person dynamic equilibrium under ambiguity
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+Recursive multiple-priors.
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+Learning Under Ambiguity
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+Intertemporal Asset Pricing under Knightian Uncertainty
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+Uncertainty, risk-neutral measures and security price booms and crashes
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+Subjective Probabilities on Subjectively Unambiguous Events
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+Differentiating ambiguity and ambiguity attitude
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+Ambiguity made precise: A comparative foundation
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+Maxmin expected utility with non-unique prior
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+Intertemporal substitution and recursive smooth ambiguity preferences
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+Entry, Exit, and firm Dynamics in Long Run Equilibrium
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+Ordering ambiguous acts
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+Ambiguity, Learning, and Asset Returns
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+A Smooth Model of Decision Making under Ambiguity
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+Recursive smooth ambiguity preferences
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+Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
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+Search and Knightian uncertainty
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+Irreversible investment and Knightian uncertainty
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+Optimal Stopping With Multiple Priors
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+Subjective Probability and Expected Utility without Additivity
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+Q4002751
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