A Cumulative Prospect Theory Approach to Option Pricing
Year of publication: |
2010
|
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Authors: | Versluis, Cokki |
Other Persons: | Lehnert, Thorsten (contributor) ; Wolff, Christian C. P. (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Prospect Theory | Prospect theory |
Extent: | 1 Online-Ressource (36 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 29, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1717015 [DOI] |
Classification: | D01 - Microeconomic Behavior: Underlying Principles ; G11 - Portfolio Choice ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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