Indifference pricing with uncertainty averse preferences
From MaRDI portal
Publication:1940387
DOI10.1016/j.jmateco.2012.09.003zbMath1258.91073MaRDI QIDQ1940387
Flavia Giammarino, Pauline Barrieu
Publication date: 6 March 2013
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: http://eprints.lse.ac.uk/36326/1/Portrait_Giammari_A1.pdf
91B08: Individual preferences