نتایج جستجو برای: indifference
تعداد نتایج: 2310 فیلتر نتایج به سال:
The idea of preserving conditional beliefs emerged recently as a new paradigm apt to guide the revision of epistemic states. Conditionals are substantially different from propositional beliefs and need specific treatment. In this paper, we present a new approach to conditionals, capturing particularly well their dynamic part as revision policies. We thoroughly axiom-atize a principle of conditi...
In a Markovian stochastic volatility model, we consider financial agents whose investment criteria are modelled by forward exponential performance processes. The problem of contingent claim indifference valuation is first addressed and a number of properties are proved and discussed. Special attention is given to the comparison between the forward exponential and the backward exponential utilit...
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