de
en
Schliessen
Detailsuche
Bibliotheken
Projekt
Impressum
Datenschutz
Detailsuche
Schnellsuche:
OK
Ergebnisliste
Titel
Titel
Inhalt
Inhalt
Seite
Seite
Im Dokument suchen
Dynamically Consistent α-Maxmin Expected Utility
text593
Applications to Dynamic Asset Pricing
Application to Indifference Pricing
text593
Introduction
Dynamic Inconsistency of –maxmin Utility
Recursive –maxmin utility and its Continuous–Time Limit
General Setup in Continuous Time
Recursive -maxmin utility in discrete time
Continuous-Time Limit of -maxmin utility
Properties of Recursive –maxmin Expected Utility and the Certainty Equivalent
Applications to Dynamic Asset Pricing
A Consumption-Based CAPM with Mild Optimism
Application to Indifference Pricing
Conclusion
Backward stochastic differential equations
Properties of Equation (5)
Proofs
Arbeitspapier
Dynamically Consistent α-Maxmin Expected Utility
Entstehung
2017
JPEG-Download
verfügbare Breiten
JPEG groß
JPEG original
Seiten an
Seiten aus
