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Piecewise continuous cumulative prospect theory and behavioral financial engineering

Gürtler, Marc; Stolpe, Julia - Department Wirtschaftswissenschaften, Technische … - 2011

We extend the continuous Cumulative Prospect Theory (CPT) by considering piecewise con-tinuous distributions with a finite number of jump discontinuities. Such distributions are rele-vant in practice, for example, within the framework of financial engineering since cash flow distributions of...

Persistent link: https://www.econbiz.de/10009646423

Piecewise continuous cumulative prospect theory and behavioral financial engineering

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Statistics of financial markets : an introduction

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