Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet-Brownian motions
Robert Kast; André Lapied; David Roubaud
| Year of publication: |
2014
|
|---|---|
| Authors: | Kast, Robert ; Lapied, André ; Roubaud, David |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 38.2014, p. 495-503
|
| Subject: | Ambiguity models | Choquet–Brownian motion | Random walk | Dynamic consistency | Capacities | Random Walk | Entscheidung unter Unsicherheit | Decision under uncertainty | Erwartungsnutzen | Expected utility | Stochastischer Prozess | Stochastic process | Entscheidungstheorie | Decision theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010418987