Pricing risk when distributions are fat tailed (Q4822459): Difference between revisions

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+An actuarial approach to option pricing under the physical measure and without market assumptions
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+Some implications of a more general form of regret theory
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+A note on linear utility
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+Subjective Probability and Expected Utility without Additivity
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+Prospect Theory: An Analysis of Decision under Risk
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+Advances in prospect theory: cumulative representation of uncertainty
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