Results 71 to 80 of about 2,074,031 (160)

Real Options under Choquet-Brownian Ambiguitys [PDF]

open access: yes
Real options models characterized by the presence of “ambiguity” (or “Knightian uncertainty”) have been recently proposed. But based on recursive multiple-priors preferences, they typically describe ambiguity through a range of Geometric Brownian motions
André Lapied   +2 more
core  

Perturbed conformal field theory, nonlinear integral equations and spectral problems [PDF]

open access: yes, 2000
This thesis is concerned with various aspects of perturbed conformal field theory and the methods used to calculate finite-size effects of integrable quantum field theories.
Dunning, Tania Clare   +2 more
core  

The bipolar Choquet integral representation [PDF]

open access: yes, 2014
Greco, Salvatore, Rindone, Fabio
core   +1 more source

Non-Linear Asset Valuation on Markets with Frictions [PDF]

open access: yes
This paper provides a non-linear pricing rule for the valuation of assets on financial markets with intermediaries.The non-linearity arises from the fact that dealers charge a price for their intermediation between buyer and seller.
Lapied, A.   +2 more
core  

In search of characterization of the preference for safety under the Choquet model [PDF]

open access: yes
Victor prefers safety more than Ursula if whenever Ursula prefers some constant to some uncertain act, so does Victor. This paradigm, whose Expected Utility version takes the form of Arrow & Pratt's more risk averse concept, will be studied in the ...
Michèle Cohen, Isaac Meilijson
core  

A comparison on choquet integral with respect to different information-based fuzzy measures

open access: yes, 2010
[[abstract]]In this paper, for grouped data, three kinds of the Choquet integral regression models with fuzzy measures based on joint entropy, complexity and multiple mutual information is considered. The above three fuzzy measures are called, E-measure,
Chang, Horng-Jinh ; Liu, Hsiang-Chuan ; Tseng, Shang-Wen ; Chang, Fengming M.
core  

Home - About - Disclaimer - Privacy