Risk-adjusted martingales and the design of ``indifference'' gambles (Q763347)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-adjusted martingales and the design of ``indifference'' gambles |
scientific article |
Statements
Risk-adjusted martingales and the design of ``indifference'' gambles (English)
0 references
9 March 2012
0 references
martingales
0 references
risk aversion
0 references
invariance
0 references
expected utility
0 references
