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Indifference pricing with uncertainty averse preferences
Giammarino, Flavia; Barrieu, Pauline - In: Journal of mathematical economics 49 (2013) 1, pp. 22-27
Persistent link: https://www.econbiz.de/10010065144
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Indifference pricing with uncertainty averse preferences
Giammarino, Flavia; Barrieu, Pauline - In: Journal of mathematical economics 49 (2013) 1, pp. 22-27
Persistent link: https://www.econbiz.de/10009707600
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Optimal investment decisions when time-horizon is uncertain
Blanchet-Scalliet, Christophette; El Karoui, Nicole; … - In: Journal of mathematical economics 44 (2008) 11, pp. 1100-1113
Persistent link: https://www.econbiz.de/10008110413
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Optimal investment decisions when time-horizon is uncertain
Blanchet-Scalliet, Christophette; El Karoui, Nicole; … - In: Journal of mathematical economics 44 (2008) 11, pp. 1100-1113
Persistent link: https://www.econbiz.de/10003783826