Probability weighting functions obtained from Hong Kong index option market
Year of publication: |
2019
|
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Authors: | Wu, Xinyu ; Xie, Haibin ; Li, Xindan |
Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 32.2019, 1,2, p. 1922-1943
|
Subject: | Pricing kernel | probability weighting | rank-dependent utility | option prices | G.A.R.C.H. diffusion model | Hongkong | Hong Kong | Optionspreistheorie | Option pricing theory | Wahrscheinlichkeitsrechnung | Probability theory | Index-Futures | Index futures | CAPM | Erwartungsnutzen | Expected utility | Optionsgeschäft | Option trading |
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