Expected utility inequalities: theory and applications

DOI10.1007/S00199-007-0272-1zbMath1152.91021OpenAlexW2087282219MaRDI QIDQ926238

Eduardo Zambrano

Publication date: 26 May 2008

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://digitalcommons.calpoly.edu/econ_fac/36

zbMATH Keywords

option pricingexpected utilitycredit riskvalue at risksubjective beliefs

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Utility theory (91B16)

Related Items (1)

Is there a plausible theory for decision under risk? A dual calibration critique

Cites Work

• Upper and lower bounds for expected utility

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