Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization
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Publication:829338
DOI10.1007/s11579-020-00282-xzbMath1461.91128arXiv1904.09456OpenAlexW3125598096MaRDI QIDQ829338
Publication date: 5 May 2021
Published in: Mathematics and Financial Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1904.09456
certainty equivalentincomplete preferencesutility maximizationconvex vector optimizationindifference price bounds
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