Effects of uncertainty aversion on the call option market
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Publication:944232
DOI10.1007/S11238-007-9095-6zbMATH Open1142.91548OpenAlexW2142065716MaRDI QIDQ944232FDOQ944232
Authors: Aldo Montesano 
Publication date: 12 September 2008
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11238-007-9095-6
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Cites Work
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Cited In (6)
- Mathematical structure of quantum decision theory
- Impact of divergent consumer confidence on option prices
- Processing information in quantum decision theory
- Option implied ambiguity and its information content: evidence from the subprime crisis
- How Does Investor Sentiment Affect Implied Risk-Neutral Distributions of Call and Put Options?
- Decision theory with prospect interference and entanglement
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