Fuzzy measures and asset prices: accounting for information ambiguity

DOI10.1080/135048697334773zbMath1009.91006MaRDI QIDQ4541543

Umberto Cherubini

Publication date: 4 September 2002

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/135048697334773

zbMATH Keywords

utility; uncertainty; \(g_\lambda\)-measures; corporate debt contract

Mathematics Subject Classification ID

91B16: Utility theory

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