Monetary valuation of cash flows under Knightian uncertainty (Q3086253)
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scientific article; zbMATH DE number 5871437
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| English | Monetary valuation of cash flows under Knightian uncertainty |
scientific article; zbMATH DE number 5871437 |
Statements
MONETARY VALUATION OF CASH FLOWS UNDER KNIGHTIAN UNCERTAINTY (English)
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30 March 2011
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cash flows
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dynamic convex risk measures
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concave monetary valuations
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Knightian uncertainty
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robust representation
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model ambiguity
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discounting ambiguity
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bubbles
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0.7695455551147461
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0.7677124738693237
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0.7673640847206116
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0.7613213062286377
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0.742878258228302
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