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Path-dependent and randomized strategies in Barberis’ casino gambling model
He, Xue Dong
;
Hu, Sang
;
Obłój, Jan
;
Zhou, Xun Yu
- In:
Operations research
65
(
2017
)
1
,
pp. 97-103
Persistent link: https://www.econbiz.de/10011648877
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Beta and coskewness pricing : perspective from probability weighting
Shi, Yun
;
Cui, Xiangyu
;
Zhou, Xun Yu
- In:
Operations research
71
(
2023
)
2
,
pp. 776-790
Persistent link: https://www.econbiz.de/10014308639
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