On the construction of optimal payoffs (Q777925)
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scientific article; zbMATH DE number 7218647
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the construction of optimal payoffs |
scientific article; zbMATH DE number 7218647 |
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On the construction of optimal payoffs (English)
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8 July 2020
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state-dependent preferences
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Yaari's dual theory of choice
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incomplete market models
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optimization under monotonicity constraints
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Hoeffding-Fréchet bounds
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