Cost-efficient payoffs under model ambiguity
Carole Bernard, Gero Junike, Thibaut Lux, Steven Vanduffel
| Year of publication: |
2024
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|---|---|
| Authors: | Bernard, Carole ; Junike, Gero ; Lux, Thibaut ; Vanduffel, Steven |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 1432-1122, ZDB-ID 1467022-7. - Vol. 28.2024, 4, p. 965-997
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| Subject: | Cost-efficient payoffs | Drift and volatility uncertainty | Maxmin utility | Model ambiguity | Robust preferences | Theorie | Theory | Entscheidung unter Unsicherheit | Decision under uncertainty | Volatilität | Volatility | Erwartungsnutzen | Expected utility | Risikoaversion | Risk aversion | Risiko | Risk | Nutzen | Utility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-024-00547-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015130486