European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions
Crossref DOI link: https://doi.org/10.1007/s10287-018-0324-y
Published Online: 2018-06-26
Published Print: 2019-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Nardon, Martina http://orcid.org/0000-0002-9336-3761
Pianca, Paolo
Text and Data Mining valid from 2018-06-26
Article History
Received: 4 October 2017
Accepted: 12 June 2018
First Online: 26 June 2018