Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling

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Publication:5038295

DOI10.1007/978-3-030-22285-7_6zbMath1498.60255OpenAlexW2789766613MaRDI QIDQ5038295

Mohamed Mrad, Nicole El Karoui, Caroline Hillairet

Publication date: 30 September 2022

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-22285-7_6




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