Rationalizing Constrained Contingent Claims
(2007) In Working Papers, Department of Economics, Lund University
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1387298
- author
- Borglin, Anders LU and Flåm, Sjur
- organization
- publishing date
- 2007
- type
- Working paper/Preprint
- 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}}, keywords = {{Nonlinear price; Risk or uncertainty aversion; Choquet integral; Stochastic order; Incomplete preferences}}, 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/files/5737118/2061618}}, year = {{2007}}, }