Optimal demand for contingent claims when agents have law invariant utilities
G. Carlier and R.-A. Dana
| Year of publication: |
2011
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|---|---|
| Authors: | Carlier, Guillaume ; Dana, Rose-Anne |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 21.2011, 2, p. 169-201
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| Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Nachfrage | Demand | Erwartungsnutzen | Expected utility | Prospect Theory | Prospect theory | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008935693