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Properties of bid and ask reservation prices in the rank-dependent expected utility model - MaRDI portal

Properties of bid and ask reservation prices in the rank-dependent expected utility model (Q1590373)

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scientific article; zbMATH DE number 1547598
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English
Properties of bid and ask reservation prices in the rank-dependent expected utility model
scientific article; zbMATH DE number 1547598

    Statements

    Properties of bid and ask reservation prices in the rank-dependent expected utility model (English)
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    20 August 2001
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    bid-ask spread
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    Markov makers
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    rank-dependent expected utility model
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