OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES (Q3084596)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES |
scientific article |
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OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES (English)
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25 March 2011
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contingent claims
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rank-dependent expected utility
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cumulative prospect theory
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law invariant utilities
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