Does Implied Volatility Pricing Follow the Tenets of Prospect Theory?
| العنوان: | Does Implied Volatility Pricing Follow the Tenets of Prospect Theory? |
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| المؤلفون: | Sima Ohadi, Luc Meunier, François Desmoulins-Lebeault |
| المصدر: | Journal of Behavioral Finance. 21:157-173 |
| بيانات النشر: | Informa UK Limited, 2019. |
| سنة النشر: | 2019 |
| مصطلحات موضوعية: | 050208 finance, Prospect theory, Financial economics, Loss aversion, Bellman equation, 0502 economics and business, 05 social sciences, Economics, Experimental and Cognitive Psychology, 050207 economics, Implied volatility, Behavioral economics, Finance |
| الوصف: | Prospect theory and behavioral finance are gaining recognition as useful frameworks for the analysis of economic behaviors. Yet, behavioral finance is generally concerned with specific anomalies an... |
| تدمد: | 1542-7579 1542-7560 |
| DOI: | 10.1080/15427560.2019.1663851 |
| URL الوصول: | https://explore.openaire.eu/search/publication?articleId=doi_________::e187f615d84ba8ce2c7450734fa0b653 https://doi.org/10.1080/15427560.2019.1663851 |
| رقم الانضمام: | edsair.doi...........e187f615d84ba8ce2c7450734fa0b653 |
| قاعدة البيانات: | OpenAIRE |
| تدمد: | 15427579 15427560 |
|---|---|
| DOI: | 10.1080/15427560.2019.1663851 |