equilibrium. Similarly, for prudent agents an extra risk in all states of the world induces more precautionary actions in Nash …We study a commons problem under uncertainty, where individual actions affect the risk of a future damage event. We … show that for risk-averse agents, an extra risk on the amount of the damage induces more precautionary actions in Nash …

values of the ratios delta, gamma, vega, theta, and rho. These ratios are the risk measures and are very important in risk … management of the option transactions. They determine the influence of changes in the risk factor on the price of the option. The … aim of this study is to present an analysis of the effect of the time to expiration on the value and the risk of the …