Covered call writing and framing : a cumulative prospect theory approach
Year of publication: |
2017
|
---|---|
Authors: | Nardon, Martina ; Pianca, Paolo |
Published in: |
Mathematical and statistical methods for actuarial sciences and finance : MAF 2016. - Cham, Switzerland : Springer Nature, ISBN 978-3-319-50233-5. - 2017, p. 143-155
|
Subject: | Prospect Theory | Prospect theory | Risikoaversion | Risk aversion |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz im Buch ; Book section |
Language: | English |
Other identifiers: | 10.1007/978-3-319-50234-2_12 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Sex hormones and choice under risk
Schipper, Burkhard, (2014)
-
IN DUBIO PRO REO : behavioral explanations of pro-defendant bias in procedures (Law and economics)
Nicita, Antonio, (2014)
-
Risk preferences and demand drivers of extended warranties
Jindal, Pranav, (2015)
- More ...
-
Simulating a generalized Gaussian noise with shape parameter 1/2
Nardon, Martina, (2008)
-
A two-step simulation procedure to analyze the exercise features of American options
Basso, Antonella, (2004)
-
Prospect Theory : An Application to European Option Pricing
Nardon, Martina, (2012)
- More ...