Properties of bid and ask reservation prices in the rank-dependent expected utility model
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Publication:1590373
DOI10.1016/S0304-4068(00)00048-3zbMath0966.91034OpenAlexW2017415535MaRDI QIDQ1590373
Publication date: 20 August 2001
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4068(00)00048-3
Related Items (1)
Cites Work
- Risk aversion in the theory of expected utility with rank dependent probabilities
- Comparative statics for rank-dependent expected utility theory
- Subjective Probability and Expected Utility without Additivity
- CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS
- DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1
- The Dual Theory of Choice under Risk
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