Properties of bid and ask reservation prices in the rank-dependent expected utility model
type: Item
instance of: scholarly article
title: Properties of bid and ask reservation prices in the rank-dependent expected utility model
zbMATH Open document ID: 0966.91034
DOI: 10.1016/S0304-4068(00)00048-3
author: Patrick Roger
published in: Journal of Mathematical Economics
publication date: 2001-08-20T00:00:00Z
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 1547598
zbMATH Keywords: bid-ask spread
zbMATH Keywords: Markov makers
zbMATH Keywords: rank-dependent expected utility model
MaRDI profile type: Publication
cites work: DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS1
cites work: CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS
cites work: Risk aversion in the theory of expected utility with rank dependent probabilities
cites work: Comparative statics for rank-dependent expected utility theory
cites work: Subjective Probability and Expected Utility without Additivity
cites work: The Dual Theory of Choice under Risk
full work available at URL: s0304-4068(00)00048-3
OpenAlex ID: W2017415535
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description: scientific article; zbMATH DE number 1547598