INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT (Q4906540)

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scientific article; zbMATH DE number 6139592
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    INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT
    scientific article; zbMATH DE number 6139592

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      INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT (English)
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      28 February 2013
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      hybrid default model
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      indifference valuation
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      robust optimization
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      ambiguity aversion
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      risk aversion
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