Uncertain expected utility function and its risk premium

Author:

Chen Xiaowei,Park Gyei-Kark

Publisher

Springer Science and Business Media LLC

Subject

Artificial Intelligence,Industrial and Manufacturing Engineering,Software

Reference36 articles.

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2. Arrow, K. (1959). Rational choice functions and orderings. Econometrica, 26, 121–127.

3. Bellman, R. E., & Zadeh, L. A. (1970). Decision-making in a fuzzy environment. Management Science, 17, 141–164.

4. Chen, X. (2011). American option pricing formula for uncertain financial market. International Journal of Operations Research, 8(2), 32–37.

5. Chen, X., & Ralescu, D. A. (2012). B-spline method of uncertain statistics with application to estimating travel distance. Journal of Uncertain Systems, 6(4), 256–262.

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