Single stock call options as lottery tickets
Year of publication: |
2017
|
---|---|
Authors: | Felix, Luiz ; Kräussl, Roman ; Stork, Philip |
Publisher: |
Frankfurt a. M. : Goethe University Frankfurt, Center for Financial Studies (CFS) |
Subject: | Cumulative prospect theory | Market sentiment | Risk-neutral densities | Call options |
Series: | CFS Working Paper Series ; 566 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 877806144 [GVK] hdl:10419/149622 [Handle] RePEc:zbw:cfswop:566 [RePEc] |
Classification: | g02 ; G12 - Asset Pricing |
Source: |
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