2

Comparative statics and portfolio choices under the phantom decision model

Year:
2017
Language:
english
File:
PDF, 687 KB
english, 2017
3

An economic premium principle in a multiperiod economy

Year:
2001
Language:
english
File:
PDF, 140 KB
english, 2001
9

Approximate valuation of average options

Year:
1993
Language:
english
File:
PDF, 676 KB
english, 1993
12

Some properties of subjective probabilities induced by optimal expectations

Year:
2010
Language:
english
File:
PDF, 178 KB
english, 2010
17

The dual theory of the smooth ambiguity model

Year:
2014
Language:
english
File:
PDF, 215 KB
english, 2014
40

AN ECONOMIC PREMIUM PRINCIPLE UNDER THE DUAL THEORY OF THE SMOOTH AMBIGUITY MODEL

Year:
2017
Language:
english
File:
PDF, 145 KB
english, 2017