Choquet-based European option pricing with stochastic (and fixed) strikes (Q2516642)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Choquet-based European option pricing with stochastic (and fixed) strikes |
scientific article |
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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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