Probability weighting functions implied in options prices
| Year of publication: |
2013
|
|---|---|
| Authors: | Polkovnichenko, Valery ; Zhao, Feng |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 107.2013, 3, p. 580-609
|