European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions
type: Item
instance of: scholarly article
title: European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions
author: Martina Nardon
author: P. Pianca
published in: Computational Management Science
publication date: 2019-02-18T00:00:00Z
Mathematics Subject Classification ID: 90Bxx
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G60
Mathematics Subject Classification ID: 65C20
zbMATH DE Number: 7024665
zbMATH Keywords: european option pricing
zbMATH Keywords: cumulative prospect theory
zbMATH Keywords: probability weighting function
zbMATH Keywords: curvature
zbMATH Keywords: elevation
MaRDI profile type: Publication
full work available at URL: s10287-018-0324-y
OpenAlex ID: W2811118086
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Wikidata QID: Q129649590
DOI: 10.1007/S10287-018-0324-Y
description: scientific article; zbMATH DE number 7024665