Effects of uncertainty aversion on the call option market
type: Item
instance of: scholarly article
title: Effects of uncertainty aversion on the call option market
zbMATH Open document ID: 1142.91548
author: Aldo Montesano
published in: Theory and Decision
publication date: 2008-09-12T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 5343900
zbMATH Keywords: uncertainty
zbMATH Keywords: ambiguity
zbMATH Keywords: call option
MaRDI profile type: Publication
full work available at URL: s11238-007-9095-6
OpenAlex ID: W2142065716
cites work: Optimal investment in derivative securities
cites work: Optimal risk-sharing rules and equilibria with Choquet-expected-utility.
cites work: Asset Demand Without the Independence Axiom
cites work: Uncertainty Aversion, Risk Aversion, and the Optimal Choice of Portfolio
cites work: Q4794153
cites work: Intertemporal Asset Pricing under Knightian Uncertainty
cites work: Ambiguity made precise: A comparative foundation
cites work: Expected utility with purely subjective non-additive probabilities
cites work: The arbitrage pricing theorem with non-expected utility preferences
cites work: Q4902563
cites work: Uncertainty aversion and aversion to increasing uncertainty
cites work: Ambiguity aversion and incompleteness of financial markets.
cites work: Cores of convex games
cites work: Subjective Probability and Expected Utility without Additivity
DOI: 10.1007/S11238-007-9095-6
description: scientific article; zbMATH DE number 5343900