Computational Aspects of Prospect Theory with Asset Pricing Applications
Year of publication: |
2006
|
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Authors: | De Giorgi, Enrico ; Hens, Thorsten ; Mayer, Jànos |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> |
Subject: | Bewertung | Optimierung | Nonsmooth optimization | Erwartungstheorie | Numerischer Algorithmus |
Extent: | 365568 bytes 15 p. application/pdf |
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Series: | Working Paper ; 274 (2006) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Accounting and auditing. Other aspects ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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