The following pages link to Paolo Pianca (Q1722760):
Displaying 14 items.
- (Q208323) (redirect page) (← links)
- European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions (Q1722761) (← links)
- A two-step simulation procedure to analyze the exercise features of American options (Q1762863) (← links)
- Behavioral premium principles (Q2331011) (← links)
- (Q2888109) (← links)
- Simulation techniques for generalized Gaussian densities (Q3653252) (← links)
- (Q4194747) (← links)
- Decreasing Absolute Risk Aversion and Option Pricing Bounds (Q4367207) (← links)
- On the relative efficiency of nth order and DARA stochastic dominance rules (Q4541549) (← links)
- A Behavioural Approach to the Pricing of European Options (Q4561916) (← links)
- Covered Call Writing and Framing: A Cumulative Prospect Theory Approach (Q4609757) (← links)
- A Note on the Shape of the Probability Weighting Function (Q4689057) (← links)
- (Q5448400) (← links)
- Option pricing bounds with standard risk aversion preferences (Q5945848) (← links)