Young, timid, and risk takers
Author:
Affiliation:
1. School of Mathematical Sciences Dublin City University Glasnevin, Dublin 9 Ireland
2. Rényi Institute and Central European University Budapest Hungary
3. Rényi Institute Budapest Hungary
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/mafi.12329
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1. Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
2. Risk sensitive asset management with transaction costs
3. Equivalent and absolutely continuous measure changes for jump‐diffusion processes;Cheridito P.;Annals of Applied Probability,2005
4. UTILITY THEORY FRONT TO BACK — INFERRING UTILITY FROM AGENTS' CHOICES
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1. Invariant measures for multidimensional fractional stochastic volatility models;Stochastics and Partial Differential Equations: Analysis and Computations;2022-06-20
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