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Subjective Probability Distributions of Nonlinear Payoffs : Recovering Option Payoff and Agent's Utility Distributions

Subjective Probability Distributions of Nonlinear Payoffs : Recovering Option Payoff and Agent's Utility Distributions
Digital文書・図像類
Yamazaki, Akira法政大学イノベーション・マネジメント研究センター2023-07-18法政大学イノベーション・マネジメント研究センター ワーキングペーパーシリーズ255p.1-22
Other Libraries in Japan
  • Summary, etc....to recover the subjective probability distribution o...... we derive the subjective probability distribution f......ly recover the subjective probability distributions ...... understanding subjective probability distributions and their impli...
  • Subject Headingsubjective probability distribution option payoff ut...

The Pricing Kernel Equation

The Pricing Kernel Equation
Digital文書・図像類
YAMAZAKI, Akira法政大学イノベーション・マネジメント研究センター2019-01-29法政大学イノベーション・マネジメント研究センター ワーキングペーパーシリーズ201p.1-28
Other Libraries in Japan
  • Summary, etc....ch relates the subjective probability distribution o......laims that the subjective probability distribution is priced by a s...
  • Subject Headingsubjective probability risk-neutral probability pric...

Bayesian Updating for Complementarily Additive Beliefs under Ambiguity

Bayesian Updating for Complementarily Additive Beliefs under Ambiguity
Digital文書・図像類
Horie, MayumiInstitute of Economic Research, Kyoto University2016-02-08KIER Discussion Paper935
Available onlineOther Libraries in Japan
  • Subject Heading...ditive measure subjective probability biseparable preference

Earthquake Risk Information and Risk Aversive Behavior : Evidence from a Survey of Residents in Tokyo Metropolitan Area

Earthquake Risk Information and Risk Aversive Behavior : Evidence from a Survey of Residents in Tokyo Metropolitan Area
Paper文書・図像類
Kawawaki, YasuoOsaka School of International Public Policy, Osaka University2012-10OSIPP Discussion PaperDP-2012-E-008
Other Libraries in Japan
  • Subject HeadingCVM WTP Earthquake Insurance Risk Aversion Subjective Probability of Loss
  • Note (General)...k aversion and subjective probability of loss are es......n, with larger subjective probability of loss, while those in safe ...

Probabilistically Sophisticated Multiple Priors

Probabilistically Sophisticated Multiple Priors
Digital文書・図像類
Grant, Simon, Kajii, AtsushiInstitute of Economic Research, Kyoto University2005-10KIER Discussion Paper608
Available onlineOther Libraries in Japan
  • Subject Headingsubjective probability maximin expected utility epsi...

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