Solving the St. Petersburg paradox in cumulative prospect theory: the right amount of probability weighting
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Publication:638617
DOI10.1007/s11238-009-9191-xzbMath1232.91225OpenAlexW2040647116MaRDI QIDQ638617
Publication date: 13 September 2011
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11238-009-9191-x
Related Items
European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions, A resolution of St. Petersburg paradox, Behavioral premium principles
Cites Work
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- Prospect Theory: An Analysis of Decision under Risk
- Curvature of the Probability Weighting Function
- Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
- Exposition of a New Theory on the Measurement of Risk
- A further examination of cumulative prospect theory parameterizations
