Indifference pricing with uncertainty averse preferences (Q1940387)

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Indifference pricing with uncertainty averse preferences
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    title
    Indifference pricing with uncertainty averse preferences (English)
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    author
    Flavia Giammarino
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    Pauline Barrieu
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    publication date
    6 March 2013
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    zbMATH DE Number
    6142214
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    zbMATH Keywords
    indifference pricing
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    uncertainty aversion
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    risk measures
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    quasiconvexity
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    cash-subadditivity
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