Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization (Q829338)
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scientific article; zbMATH DE number 7344624
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| English | Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization |
scientific article; zbMATH DE number 7344624 |
Statements
Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization (English)
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5 May 2021
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utility maximization
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indifference price bounds
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certainty equivalent
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incomplete preferences
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convex vector optimization
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0.7615079879760742
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0.7446001172065735
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0.7410065531730652
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0.7397236227989197
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0.7340448498725891
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