Indifference pricing with uncertainty averse preferences
نویسندگان
چکیده
منابع مشابه
Uncertainty averse preferences
We study uncertainty averse preferences, that is, complete and transitive preferences that are convex and monotone. We establish a representation result, which is at same time general and rich in structure. Many objective functions commonly used in applications are special cases of this representation. JEL classification: D81
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ژورنال
عنوان ژورنال: Journal of Mathematical Economics
سال: 2013
ISSN: 0304-4068
DOI: 10.1016/j.jmateco.2012.09.003