Indifference pricing with uncertainty averse preferences (Q1940387)
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scientific article; zbMATH DE number 6142214
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Indifference pricing with uncertainty averse preferences |
scientific article; zbMATH DE number 6142214 |
Statements
Indifference pricing with uncertainty averse preferences (English)
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6 March 2013
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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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0.7732782959938049
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0.7665802240371704
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0.7418494820594788
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0.7384269833564758
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0.7372962832450867
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