A theory of misperception in a stochastic dominance framework and its application to structured financial products

DOI10.1093/imaman/dpw007zbMath1473.91033OpenAlexW2475261703MaRDI QIDQ5382737

Rosella Castellano, Roy Cerqueti

Publication date: 18 June 2019

Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)

Full work available at URL: https://openresearch.lsbu.ac.uk/download/6e2a3f8f900d441f15274e4805eda7b9b428ea243bf58595d8c4388112b8e374/195570/IMAMAN_rev2_v02_21042016_submitted_BOLD.pdf

zbMATH Keywords

Monte Carlo simulationsproductsstochastic dominancevolatilitybehavioural financestructured financial

Mathematics Subject Classification ID

Financial applications of other theories (91G80)

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