"Cumulative Prospect Theory with Generalized Hyperbolic Skewed t Distribution."

Minsuk Kwak, Traian A. Pirvu (2018)

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DOI: 10.1137/16M1093550

access: closed

type: Journal Article

metadata version: 2020-03-27

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Minsuk Kwak, Traian A. Pirvu:
Cumulative Prospect Theory with Generalized Hyperbolic Skewed t Distribution. SIAM J. Financial Math. 9(1): 54-89 (2018)

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