A Cumulative Prospect Theory Approach to Option Pricing

Reference : A Cumulative Prospect Theory Approach to Option Pricing


	Document type :	E-prints/Working papers : First made available on ORBilu
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/10993/9645

Title :	A Cumulative Prospect Theory Approach to Option Pricing
Language :	English
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 []
Publication date :	2009
Peer reviewed :	Yes
Permalink :	http://hdl.handle.net/10993/9645

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Limited access	A Prospect Approach to Option Pricing_2009(3).pdf		Author preprint	994.06 kB	Request a copy

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