Explicit solution to the economic index of riskiness
Year of publication: |
2023
|
---|---|
Authors: | Cui, Zhenyu ; Wu, Cai ; Zhu, Lingjiong |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 232.2023, p. 1-6
|
Subject: | Economic index of riskiness | General gambles | Utility | Lagrange inversion theorem | Theorie | Theory | Risiko | Risk | Erwartungsnutzen | Expected utility | Entscheidung unter Risiko | Decision under risk | Index | Index number | Nutzen | Glücksspiel | Gambling |
-
Adam Smith on lotteries : an interpretation and formal restatement
Bréban, Laurie, (2019)
-
Blavatskyy, Pavlo, (2018)
-
Lu, Richard, (2023)
- More ...
-
VIX options valuation via continuous-time Markov chain approximation and ito-taylor expansion
Cui, Zhenyu, (2024)
-
Detecting Arbitrage in the Foreign Exchange Market
Cui, Zhenyu, (2018)
-
Optimal Unbiased Estimation for Expected Cumulative Cost
Cui, Zhenyu, (2018)
- More ...