Realization Utility with Path-Dependent Reference Points (Q5868797): Difference between revisions

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+Predicting Utility Under Satiation and Habit Formation
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+Penalty method for portfolio selection with capital gains tax
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+Characterization of Optimal Strategy for Multiasset Investment and Consumption with Transaction Costs
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+Penalty methods for continuous-time portfolio selection with proportional transaction costs
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+A penalty method for American options with jump diffusion processes
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+Controlled Markov processes and viscosity solutions
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+Q5424096
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+Realization utility with adaptive reference points
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+A Model of Reference-Dependent Preferences*
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+A Jump-Diffusion Model for Option Pricing
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+Option pricing when underlying stock returns are discontinuous
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+Dynamic Trading with Reference Point Adaptation and Loss Aversion
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+Optimal investment and consumption with transaction costs
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+Failing to Foresee the Updating of the Reference Point Leads to Time-Inconsistent Investment
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+Advances in prospect theory: cumulative representation of uncertainty
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+https://doi.org/10.1137/21m1411457
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+W4292756148
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