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Comparative statics under κ‐ambiguity for log‐Brownian asset prices |
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| Authors: | Dejian Tian Weidong Tian |
| Affiliation: | 1. School of Science, China University of Mining and Technology, Xuzhou, China;2. Belk College of Business, University of North Carolina at Charlotte, Charlotte, North Carolina, USA |
| Abstract: | |
| Keywords: | comparative statics risk aversion ‐ambiguity |