Probability weighting functions obtained from Hong Kong index option market
Xinyu Wu, Haibin Xie and Xindan Li
| Year of publication: |
2019
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|---|---|
| Authors: | Wu, Xinyu ; Xie, Haibin ; Li, Xindan |
| Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 32.2019, 1,2, p. 1922-1943
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| Subject: | Pricing kernel | probability weighting | rank-dependent utility | option prices | G.A.R.C.H. diffusion model | Hongkong | Hong Kong | Optionspreistheorie | Option pricing theory | Wahrscheinlichkeitsrechnung | Probability theory | Index-Futures | Index futures | Nutzen | Utility | Optionsgeschäft | Option trading | CAPM |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1331677X.2019.1638285 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012435281