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Option pricing theory
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Behavioural finance
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Decision under risk
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risk aversion
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Meunier, Luc
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Desmoulins-Lebeault, François
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Journal of behavioral decision making
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The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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Does implied volatility pricing follow the tenets of prospect theory?
Desmoulins-Lebeault, François
;
Meunier, Luc
;
Ohadi, Sima
- In:
The journal of behavioral finance : a publication of …
21
(
2020
)
2
,
pp. 157-173
Persistent link: https://www.econbiz.de/10012287185
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2
Framing the default option right
Meunier, Luc
;
Bashirzadeh, Yashar
;
Ohadi, Sima
- In:
Journal of behavioral decision making
37
(
2024
)
3
,
pp. 1-23
Persistent link: https://www.econbiz.de/10015154585
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