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Stochastic dynamic utility
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Conditional preferences
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Intertemporal choice
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Intertemporale Entscheidung
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Musielak-Orlicz spaces
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Stochastischer Prozess
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conditional certainty equivalent
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FRITTELLI, MARCO
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MAGGIS, MARCO
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Maggis, Marco
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Maran, Andrea
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International Journal of Theoretical and Applied Finance (IJTAF)
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Mathematics and financial economics
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Stochastic dynamic utilities and intertemporal preferences
Maggis, Marco
;
Maran, Andrea
- In:
Mathematics and financial economics
15
(
2021
)
3
,
pp. 611-638
Persistent link: https://www.econbiz.de/10012586192
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2
CONDITIONAL CERTAINTY EQUIVALENT
FRITTELLI, MARCO
;
MAGGIS, MARCO
- In:
International Journal of Theoretical and Applied …
14
(
2011
)
01
,
pp. 41-59
preferences are described by a
stochastic
dynamic
utility
u(x,t,ω). We introduce an appropriate mathematical setting, namely …
Persistent link: https://www.econbiz.de/10008862299
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