A cumulative prospect theory approach to option pricing
It is a well known from the empirical option pricing literature, that actual option prices show
persistent and systematic deviations from theoretical values under standard pricing …
persistent and systematic deviations from theoretical values under standard pricing …
Structured products selling risk, from pricing to risk management
B Sarrant - From Pricing to Risk Management (February 24, 2012), 2012 - papers.ssrn.com
A new investment product category so-called “Structured Products” arises for the past
decade and aims to supply more important return than conventional assets by providing a …
decade and aims to supply more important return than conventional assets by providing a …