On the construction of optimal payoffs
type: Item
instance of: scholarly article
title: On the construction of optimal payoffs
zbMATH Open document ID: 1444.91201
author: Ludger Rüschendorf
author: Steven Vanduffel
published in: Decisions in Economics and Finance
publication date: 2020-07-08T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 91B24
Mathematics Subject Classification ID: 91B16
zbMATH DE Number: 7218647
zbMATH Keywords: state-dependent preferences
zbMATH Keywords: Yaari's dual theory of choice
zbMATH Keywords: incomplete market models
zbMATH Keywords: optimization under monotonicity constraints
zbMATH Keywords: Hoeffding-Fréchet bounds
MaRDI profile type: Publication
full work available at URL: s10203-019-00272-9
OpenAlex ID: W3125645627
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Wikidata QID: Q126785597
DOI: 10.1007/S10203-019-00272-9