Computation of distorted probabilities for diffusion processes via stochastic control methods
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Bibliographic InfoArticle provided by Elsevier in its journal Insurance: Mathematics and Economics.
Volume (Year): 27 (2000)
Issue (Month): 1 (August)
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Web page: http://www.elsevier.com/locate/inca/505554
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- Yaari, Menahem E, 1987. "The Dual Theory of Choice under Risk," Econometrica, Econometric Society, Econometric Society, vol. 55(1), pages 95-115, January.
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- Zmeskal, Zdenek, 2005. "Value at risk methodology under soft conditions approach (fuzzy-stochastic approach)," European Journal of Operational Research, Elsevier, Elsevier, vol. 161(2), pages 337-347, March.
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