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Publications by Marc Le Menestrel

Additive Utility With Intransitive Indifference and Without Independence: A Homogeneous Case

SSRN Electronic Journal

English

Processes and Consequences in Business Ethical Dilemmas: The Oil Industry and Climate Changes

SSRN Electronic Journal

English

Ethics Outside, Within, or Beyond OR Models

SSRN Electronic Journal

English

Related publications

Pricing Jump Risk With Utility Indifference

SSRN Electronic Journal

English

Exponential Utility Optimization, Indifference Pricing and Hedging for a Payment Process

Applicationes Mathematicae

English

Non-Time Additive Utility Optimization—the Case of Certainty

Journal of Mathematical Economics

Applied Mathematics

English

Convolution Without Independence

English

Identities for Homogeneous Utility Functions

SSRN Electronic Journal

English

Convergence of Utility Indifference Prices to the Superreplication Price

Mathematical Methods of Operations Research

Management Science

Operations Research

English

An Approximate Approach to the Exponential Utility Indifference Valuation

International Journal of Theoretical and Applied Finance

English

A Comonotonic Image of Independence for Additive Risk Measures

Insurance: Mathematics and Economics

English

Additive Conjoint Measurement for Multiattribute Utility

Journal of Mathematical Psychology

Applied Mathematics

English