Probability Weighting Functions Implied in Options Prices
Year of publication: |
2012
|
---|---|
Authors: | Polkovnichenko, Valery |
Other Persons: | Zhao, Feng (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Optionspreistheorie | Option pricing theory | Wahrscheinlichkeitsrechnung | Probability theory | Erwartungsnutzen | Expected utility |
Extent: | 1 Online-Ressource (62 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 1, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2189482 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Boyarchenko, Nina, (2012)
-
de Vincent-Humphreys, Rupert, (2012)
-
A Simple Derivation of Risk-Neutral Probability in the Binomial Option Pricing Model
Orosi, Greg, (2019)
- More ...
-
Cautious Risk Takers: Investor Preferences and Demand for Active Management
POLKOVNICHENKO, VALERY, (2019)
-
Probability weighting functions implied in options prices
Polkovnichenko, Valery, (2013)
-
Cautious Risk-Takers : Investor Preferences and Demand for Active Management
Polkovnichenko, Valery, (2012)
- More ...