"Gain-loss hedging and cumulative prospect theory."

Lorenzo Bastianello, Alain Chateauneuf, Bernard Cornet (2024)

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DOI: 10.1016/J.MATHSOCSCI.2024.07.003

access: open

type: Journal Article

metadata version: 2024-12-09

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Lorenzo Bastianello, Alain Chateauneuf, Bernard Cornet:
Gain-loss hedging and cumulative prospect theory. Math. Soc. Sci. 131: 40-47 (2024)

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