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Information, endogenous uncertainty and risk aversion

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Publication:917411
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DOI10.1007/BF01227554zbMath0704.90008MaRDI QIDQ917411

Torben M. Andersen

Publication date: 1990

Published in: Journal of Economics (Search for Journal in Brave)


zbMATH Keywords

incomplete informationrisk aversionallocation of economic resourcesdecentralized market economy


Mathematics Subject Classification ID

Economic growth models (91B62) Resource and cost allocation (including fair division, apportionment, etc.) (91B32)


Related Items (7)

PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE ⋮ A CLOSER LOOK AT THE EPPS EFFECT ⋮ WHICH PROCESS GIVES RISE TO THE OBSERVED DEPENDENCE OF SWAPTION IMPLIED VOLATILITY ON THE UNDERLYING? ⋮ FAST VALUATION OF FORWARD-STARTING BASKET DEFAULT SWAPS ⋮ DIGITAL DOUBLE BARRIER OPTIONS: SEVERAL BARRIER PERIODS AND STRUCTURE FLOORS ⋮ THE FORWARD PDE FOR EUROPEAN OPTIONS ON STOCKS WITH FIXED FRACTIONAL JUMPS ⋮ PRICING DOUBLE BARRIER PARISIAN OPTIONS USING LAPLACE TRANSFORMS




Cites Work

  • Unnamed Item
  • Information, trade and common knowledge
  • Price and quantity signals in financial markets
  • The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities




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