"European option pricing under cumulative prospect theory with constant ..."

Martina Nardon, Paolo Pianca (2019)

> Home

Details and statistics

DOI: 10.1007/S10287-018-0324-Y

access: closed

type: Journal Article

metadata version: 2020-05-10

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/cms/NardonP19
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/cms/NardonP19
Martina Nardon, Paolo Pianca:
European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions. Comput. Manag. Sci. 16(1-2): 249-274 (2019)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.