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Comparative statics under κ-ambiguity for log-Brownian asset prices

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  • Dejian Tian
  • Weidong Tian

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  • Dejian Tian & Weidong Tian, 2016. "Comparative statics under κ-ambiguity for log-Brownian asset prices," International Journal of Economic Theory, The International Society for Economic Theory, vol. 12(4), pages 361-378, December.
    • Handle: RePEc:bla:ijethy:v:12:y:2016:i:4:p:361-378
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    File URL: http://hdl.handle.net/10.1111/ijet.12100
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