European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions (Q1722761)
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scientific article; zbMATH DE number 7024665
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| English | European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions |
scientific article; zbMATH DE number 7024665 |
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European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions (English)
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18 February 2019
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european option pricing
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cumulative prospect theory
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probability weighting function
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curvature
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elevation
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