Optimal payoffs under smooth ambiguity (Q6982450)
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scientific article; zbMATH DE number 8042183
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimal payoffs under smooth ambiguity |
scientific article; zbMATH DE number 8042183 |
Statements
Optimal payoffs under smooth ambiguity (English)
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19 May 2025
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finance
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model ambiguity
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KMM preferences
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ambiguity aversion
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drift and volatility uncertainty
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