Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds
Work
Year: 2020
Type: article
Abstract: The seller's risk-indifference price evaluation is studied. We propose a dynamic risk-indifference pricing criterion derived from fully-dynamic risk measures on the $L_p$-spaces for $p\in [1,\infty]$.... more
Authors Jocelyne Bion–Nadal, Giulia Di Nunno
Institutions Centre National de la Recherche Scientifique, École Polytechnique, Norwegian School of Economics, University of Oslo
Cites: 26
Cited by: 7
Related to: 10
FWCI: 0.474
Citation percentile (by year/subfield): 60.13
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green
Grant IDS 239019, 274410,