Risk-adjusted martingales and the design of ``indifference'' gambles (Q763347)
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scientific article; zbMATH DE number 6013498
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| English | Risk-adjusted martingales and the design of ``indifference'' gambles |
scientific article; zbMATH DE number 6013498 |
Statements
Risk-adjusted martingales and the design of ``indifference'' gambles (English)
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9 March 2012
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martingales
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risk aversion
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invariance
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expected utility
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0.750287652015686
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0.7227291464805603
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0.7224298119544983
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