Rationalizing Constrained Contingent Claims
Author
Department/s
Publishing year
2007
Language
English
Publication/Series
Working Papers, Department of Economics, Lund University
Issue
12
Full text
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Document type
Working paper
Publisher
Department of Economics, Lund University
Topic
- Economics
Keywords
- Nonlinear price
- Risk or uncertainty aversion
- Choquet integral
- Stochastic order
- Incomplete preferences
Status
Published