Generalized Optimized Certainty Equivalent with Applications in the Rank-Dependent Utility Model

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Veröffentlicht in:	SIAM journal on financial mathematics 2024-01, Vol.15 (1), p.255-294
Hauptverfasser:	Wu, Qinyu, Mao, Tiantian, Hu, Taizhong
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Sprache:	eng
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title	Generalized Optimized Certainty Equivalent with Applications in the Rank-Dependent Utility Model
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