Book contents
- Frontmatter
- Contents
- Preface
- Introduction
- Part I Expected utility
- 1 The general model of decision under uncertainty and no-arbitrage (expected utility with known utilities and unknown probabilities)
- 2 Expected utility with known probabilities – “risk” – and unknown utilities
- 3 Applications of expected utility for risk
- 4 Expected utility with unknown probabilities and unknown utilities
- Part II Nonexpected utility for Risk
- Part III Nonexpected utility for uncertainty
- 13 Conclusion
- Appendices
- References
- Author index
- Subject index
1 - The general model of decision under uncertainty and no-arbitrage (expected utility with known utilities and unknown probabilities)
Published online by Cambridge University Press: 05 June 2012
Book contents
- Frontmatter
- Contents
- Preface
- Introduction
- Part I Expected utility
- 1 The general model of decision under uncertainty and no-arbitrage (expected utility with known utilities and unknown probabilities)
- 2 Expected utility with known probabilities – “risk” – and unknown utilities
- 3 Applications of expected utility for risk
- 4 Expected utility with unknown probabilities and unknown utilities
- Part II Nonexpected utility for Risk
- Part III Nonexpected utility for uncertainty
- 13 Conclusion
- Appendices
- References
- Author index
- Subject index
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- Prospect TheoryFor Risk and Ambiguity, pp. 11 - 43Publisher: Cambridge University PressPrint publication year: 2010