Speculative trading, prospect theory and transaction costs
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Publication:2111243
DOI10.1007/s00780-022-00494-7zbMath1505.91373arXiv1911.10106OpenAlexW2991462544MaRDI QIDQ2111243
Publication date: 28 December 2022
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1911.10106
Utility theory (91B16) Stopping times; optimal stopping problems; gambling theory (60G40) Financial markets (91G15)
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