The following pages link to Choquet pricing and equilibrium. (Q1413404):
Displaying 14 items.
- An optimization approach to the dynamic allocation of economic capital (Q704412) (← links)
- Put-call parity and generalized neo-additive pricing rules (Q829512) (← links)
- Option implied ambiguity and its information content: evidence from the subprime crisis (Q1615807) (← links)
- A Neyman-Pearson problem with ambiguity and nonlinear pricing (Q1648898) (← links)
- Individual antecedents of real options appraisal: the role of national culture and ambiguity (Q2189896) (← links)
- The connection between distortion risk measures and ordered weighted averaging operators (Q2442544) (← links)
- Decomposition-integral: unifying Choquet and the concave integrals (Q2447165) (← links)
- A new characterization of distortion premiums via countable additivity for comonotonic risks (Q2492177) (← links)
- Minimax pricing and Choquet pricing (Q2499830) (← links)
- Choquet-based European option pricing with stochastic (and fixed) strikes (Q2516642) (← links)
- The role of a representative reinsurer in optimal reinsurance (Q2520447) (← links)
- PRICING IN REINSURANCE BARGAINING WITH COMONOTONIC ADDITIVE UTILITY FUNCTIONS (Q4563777) (← links)
- CHOQUET INSURANCE PRICING: A CAVEAT (Q4673854) (← links)
- Computation of Choquet integrals: analytical approach for continuous functions (Q6576966) (← links)