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Risk Preferences and Their Robust Representation
Drapeau, Samuel; Kupper, Michael - In: Mathematics of operations research 38 (2013) 1, pp. 28-62
Persistent link: https://www.econbiz.de/10010084129
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Risk preferences and their robust representation
Drapeau, Samuel; Kupper, Michael - In: Mathematics of operations research 38 (2013) 1, pp. 28-62
Persistent link: https://www.econbiz.de/10009727701
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Equilibrium pricing in incomplete markets under translation invariant preferences
Cheridito, Patrick; Horst, Ulrich; Kupper, Michael; … - In: Mathematics of operations research 41 (2016) 1, pp. 174-195
Persistent link: https://www.econbiz.de/10011448353
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An equilibrium model for spot and forward prices of commodities
Anthropelos, Michail; Kupper, Michael; Papapantoleon, … - In: Mathematics of operations research 43 (2018) 1, pp. 152-180
Persistent link: https://www.econbiz.de/10011818675