Optimal payoffs under smooth ambiguity
An Chen, Steven Vanduffel, Morten Wilke
| Year of publication: |
2025
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|---|---|
| Authors: | Chen, An ; Vanduffel, Steven ; Wilke, Morten |
| Published in: |
European journal of operational research : EJOR. - Amsterdam [u.a.] : Elsevier, ISSN 0377-2217, ZDB-ID 1501061-2. - Vol. 320.2025, 3 (1.2.), p. 754-764
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| Subject: | Ambiguity aversion | Drift and volatility uncertainty | Finance | KMM preferences | Model ambiguity | Entscheidung unter Unsicherheit | Decision under uncertainty | Risikoaversion | Risk aversion | Volatilität | Volatility | Entscheidungstheorie | Decision theory | Risiko | Risk |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2024.08.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015085373