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Computational exploration of the biological basis of Black-Scholes expected utility function

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Publication:933867
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DOI10.1155/2007/39460zbMath1170.91370OpenAlexW2029454282MaRDI QIDQ933867

Kuldeep Kumar, Sukanto Bhattacharya

Publication date: 28 July 2008

Published in: Journal of Applied Mathematics and Decision Sciences (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/130545



Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)





Cites Work

  • The Pricing of Options and Corporate Liabilities
  • A biological basis for expected and non-expected utility
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