Indifference pricing with uncertainty averse preferences (Q1940387)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Indifference pricing with uncertainty averse preferences |
scientific article; zbMATH DE number 6142214
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Indifference pricing with uncertainty averse preferences |
scientific article; zbMATH DE number 6142214 |
Statements
Indifference pricing with uncertainty averse preferences (English)
0 references
6 March 2013
0 references
indifference pricing
0 references
uncertainty aversion
0 references
risk measures
0 references
quasiconvexity
0 references
cash-subadditivity
0 references
