Estimating probability weighting functions through option pricing bounds
Tzu-Ying Chen, Yo-Lan Lin, Larry Y Tzeng
| Year of publication: |
2024
|
|---|---|
| Authors: | Chen, Tzu-Ying ; Lin, Yo-Lan ; Tzeng, Larry Y. |
| Published in: |
Review of asset pricing studies : RAPS. - Oxford : Oxford Univ. Press, ISSN 2045-9939, ZDB-ID 2600932-8. - Vol. 14.2024, 3, p. 513-543
|
| Subject: | Optionspreistheorie | Option pricing theory | Wahrscheinlichkeitsrechnung | Probability theory | Optionsgeschäft | Option trading | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rapstu/raae008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015046154