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A Cumulative Prospect Theory Approach to Option Pricing
Lehnert, Thorsten; Wolff, Christian; Versluis, Cokki
2009
 

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Disciplines :
Finance
Author, co-author :
Lehnert, Thorsten  ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Wolff, Christian ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Versluis, Cokki
Language :
English
Title :
A Cumulative Prospect Theory Approach to Option Pricing
Publication date :
2009
Available on ORBilu :
since 29 October 2013

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