Quotation Rudloff, Birgit, Ulus, Firdevs. 2019. Certainty Equivalent and Utility Indifference Pricing for Incomplete Preferences via Convex Vector Optimization.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Working/discussion paper, preprint
Language English
Title Certainty Equivalent and Utility Indifference Pricing for Incomplete Preferences via Convex Vector Optimization
Year 2019

Associations

People
Rudloff, Birgit (Details)
External
Ulus, Firdevs (Bilkent University, Turkey)
Organization
Institute for Statistics and Mathematics IN (Details)
Research areas (Ă–STAT Classification 'Statistik Austria')
1118 Probability theory (Details)
1137 Financial mathematics (Details)
5361 Financial management (Details)
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