Event risk, contingent claims and the temporal resolution of uncertainty
Year of publication: |
2014
|
---|---|
Authors: | Collin-Dufresne, Pierre ; Hugonnier, Julien |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 8.2014, 1, p. 29-69
|
Subject: | Event risk | Incomplete markets | Utility based valuation | Certainty equivalent | Temporal resolution of uncertainty | Credit risk | Theorie | Theory | Risiko | Risk | Unvollkommener Markt | Incomplete market | Erwartungsnutzen | Expected utility | CAPM | Kreditrisiko | Entscheidung unter Unsicherheit | Decision under uncertainty |
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