Rationalizing Constrained Contingent Claims

Research output: Working paper

Details

Authors
  • Anders Borglin
  • Sjur Flåm
Organisations
Research areas and keywords

Subject classification (UKÄ) – MANDATORY

  • Economics

Keywords

  • Nonlinear price, Risk or uncertainty aversion, Choquet integral, Stochastic order, Incomplete preferences
Original languageEnglish
PublisherDepartment of Economics, Lund University
Publication statusPublished - 2007
Publication categoryResearch

Publication series

NameWorking Papers, Department of Economics, Lund University
No.12

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