Valuing future cash flows with non separable discount factors and non additive subjective measures: conditional Choquet capacities on time and on uncertainty
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- Robert Kast & André Lapied, 2008. "Valuing future cash flows with non separable discount factors and non additive subjective measures: Conditional Choquet Capacities on Time and on Uncertainty," Working Papers 08-09, LAMETA, Universtiy of Montpellier, revised Jun 2008.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Kast, Robert & Lapied, André & Roubaud, David, 2014.
"Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet–Brownian motions,"
Elsevier, vol. 38(C), pages 495-503.
- Robert Kast & André Lapied & David Roubaud, 2014. "Modelling under ambiguity with dynamically consistent Choquet random walks and Choquet'Brownian motions," Post-Print hal-01474262, HAL.
- André Lapied & Robert Kast, 2010.
"Dynamically consistent Choquet random walk and real investments,"
10-21, LAMETA, Universtiy of Montpellier, revised 2010.
- Robert Kast & André Lapied, 2010. "Dynamically consistent Choquet random walk and real investments," Working Papers halshs-00533826, HAL.
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More about this item
KeywordsCapacities; Comonotonicity; Conditional Choquet integrals; Conditional capacities; Discount factors; Information; Product spaces; Subjective measures; D 81; D 83; D 92; G 31;
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