This paper extends Meyer's (1987) location-scale family with general n random seed sources. Firstly, we clarify and generalize existing results to this multivariate setting. Some useful geometrical and topological properties of the location-scale expected utility functions are obtained....

Options are believed to contain unique information about the risk-neutral moment generating function (MGF hereafter) or the risk-neutral probability density function (PDF hereafter). This paper applies the wavelet method to approximate the risk-neutral MGF of the underlying asset from option...

The paper by C. Ma [1] contains several errors. First, statement and proof of Theorem 2.1 on the existence of intertemporal recursive utility function as a unique solution to the Koopmans equation must be amended. Several additional technical conditions concerning the consumption domain,...