Gain-loss hedging and cumulative prospect theory (Q6637006)
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scientific article; zbMATH DE number 7942911
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gain-loss hedging and cumulative prospect theory |
scientific article; zbMATH DE number 7942911 |
Statements
Gain-loss hedging and cumulative prospect theory (English)
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12 November 2024
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cumulative prospect theory
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comonotonicity
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gain-loss hedging
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Šipoš integral
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Choquet integral
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