Indifference pricing with uncertainty averse preferences
Year of publication: |
2013
|
---|---|
Authors: | Giammarino, Flavia ; Barrieu, Pauline |
Published in: |
Journal of Mathematical Economics. - Elsevier, ISSN 0304-4068. - Vol. 49.2013, 1, p. 22-27
|
Publisher: |
Elsevier |
Subject: | Indifference pricing | Uncertainty aversion | Risk measures | Quasiconvexity | Cash-subadditivity |
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