Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet-Brownian motions
Year of publication: |
2014
|
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Authors: | Kast, Robert ; Lapied, André ; Roubaud, David |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 38.2014, p. 495-503
|
Subject: | Ambiguity models | Choquet–Brownian motion | Random walk | Dynamic consistency | Capacities | Entscheidung unter Unsicherheit | Decision under uncertainty | Theorie | Theory | Random Walk | Erwartungsnutzen | Expected utility | Stochastischer Prozess | Stochastic process |
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