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Gain-Loss Hedging and Cumulative Prospect Theory
Auteurs : Lorenzo Bastianello, Alain Chateauneuf, Bernard Cornet
Date de publication : 10/2024
Resumé :
« Gain-Loss Hedging and Cumulative Prospect Theory », L. Bastianello, A. Chateauneuf and B. Cornet. Mathematical Social Sciences, vol. 131, pp. 40-47 (2024).