European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions

• 期刊名称Computational Management Science
• 作者Nardon, Martina; Pianca, Paolo
• 印刷ISSN1619-697X
• 电子ISSN1619-6988
• 文件大小848.64KB
• 发表时间2018-6-26
• DOI10.1007/s10287-018-0324-y