Ludwig Maximilian University of Munich (LMU)
Ellsberg framework, alpha-maxmin expected utility model, ambiguity aversion, portfolio choice, market equilibrium
Pareto optimal allocations, variational preferences, probabilistic sophis- tication, ambiguity aversion, weighted sup-convolution optimization problems
American contingent claim, arbitrage-free price, Snell envelope
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American contingent claim, arbitrage‐free price, Snell envelope
File name: j-9965.pdf
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