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Rationalizing Constrained Contingent Claims

Borglin, Anders LU and Flåm, Sjur (2007) In Working Papers, Department of Economics, Lund University
Please use this url to cite or link to this publication:
author
and
organization
publishing date
type
Working paper
publication status
published
subject
keywords
Nonlinear price, Risk or uncertainty aversion, Choquet integral, Stochastic order, Incomplete preferences
in
Working Papers, Department of Economics, Lund University
issue
12
publisher
Department of Economics, Lund University
language
English
LU publication?
yes
id
80fed08b-4652-4106-a5c3-9e40bcdf6ebc (old id 1387298)
alternative location
http://swopec.hhs.se/lunewp/abs/lunewp2007_012.htm
date added to LUP
2016-04-04 11:16:55
date last changed
2018-11-21 21:03:48
@misc{80fed08b-4652-4106-a5c3-9e40bcdf6ebc,
  author       = {Borglin, Anders and Flåm, Sjur},
  language     = {eng},
  note         = {Working Paper},
  number       = {12},
  publisher    = {Department of Economics, Lund University},
  series       = {Working Papers, Department of Economics, Lund University},
  title        = {Rationalizing Constrained Contingent Claims},
  url          = {https://lup.lub.lu.se/search/ws/files/5737118/2061618},
  year         = {2007},
}