Affiliation:
1. Hokkai-Gakuen University; Sapporo Japan
Funder
JSPS KAKENHI
Zengin Foundation for Studies on Economics and Finance
Hokkai-Gakuen Gakujutsu Kenkyu Josei
Subject
Economics and Econometrics,Finance
Reference28 articles.
1. Rational Hedging and Valuation of Integrated Risks under Constant Absolute Risk Aversion;Becherer;Insurance: Mathematics & Economics,2003
2. Knightian Decision Theory: Part I;Bewley;Decision in Economics and Finance,2002
3. Indifference Price with General Semimartingales;Biagini;Mathematical Finance,2011
4. An Equilibrium Approach to Indifference Pricing with Model Uncertainty