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1 Ergebnisse
1
Generalized Optimized Certainty Equivalent with Application..:
Wu, Qinyu
;
Mao, Tiantian
;
Hu, Taizhong
SIAM Journal on Financial Mathematics. 15 (2024) 1 - p. 255-294 , 2024
Link:
https://doi.org/10.1137/21m1448276
RT Journal T1 <Title>Generalized Optimized Certainty Equivalent with Applications in the Rank-Dependent Utility Model</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1137_21m1448276&Exemplar=1&LAN=DE A1 Wu, Qinyu A1 Mao, Tiantian A1 Hu, Taizhong PB Society for Industrial & Applied Mathematics (SIAM) YR 2024 SN 1945-497X JF SIAM Journal on Financial Mathematics VO 15 IS 1 SP 255 OP 294 LK http://dx.doi.org/https://doi.org/10.1137/21m1448276 DO https://doi.org/10.1137/21m1448276 SF ELIB - SuUB Bremen
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