INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT (Q4906540)
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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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