Indifference pricing with uncertainty averse preferences
In this dissertation we study the indifference buyer's price and the indifference seller's price of an uncertainty averse decision-maker and the characterization of a decision maker's attitudes toward uncertainty. In the first part of the dissertation we study the properties fulfilled...
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London School of Economics and Political Science (University of London)
2011
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.545907 |