A Behavioural Approach to the Pricing of European Options (Q4561916): Difference between revisions
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Property / cites work: Separating curvature and elevation: a parametric probability weighting function / rank | |||
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Property / cites work: The Pricing of Options and Corporate Liabilities / rank | |||
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Property / cites work: The behavioural components of risk aversion / rank | |||
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Property / cites work: Prospect Theory: An Analysis of Decision under Risk / rank | |||
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Property / cites work: The Probability Weighting Function / rank | |||
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Property / cites work: Advances in prospect theory: cumulative representation of uncertainty / rank | |||
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Latest revision as of 15:50, 17 July 2024
scientific article; zbMATH DE number 6993370
Language | Label | Description | Also known as |
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English | A Behavioural Approach to the Pricing of European Options |
scientific article; zbMATH DE number 6993370 |
Statements
A Behavioural Approach to the Pricing of European Options (English)
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13 December 2018
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weighting function
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option price
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prospect theory
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call option
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loss aversion
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