On the construction of optimal payoffs
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Publication:777925
DOI10.1007/s10203-019-00272-9zbMath1444.91201OpenAlexW3125645627WikidataQ126785597 ScholiaQ126785597MaRDI QIDQ777925
Ludger Rüschendorf, Steven Vanduffel
Publication date: 8 July 2020
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-019-00272-9
Hoeffding-Fréchet boundsincomplete market modelsoptimization under monotonicity constraintsstate-dependent preferencesYaari's dual theory of choice
Utility theory (91B16) Microeconomic theory (price theory and economic markets) (91B24) Portfolio theory (91G10)
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