• Aucun résultat trouvé

Computational aspects of prospect theory with asset pricing applications

N/A
N/A
Info
Télécharger
Protected

Academic year: 2021

Partager "Computational aspects of prospect theory with asset pricing applications"

Copied!
15
0
0

Chargement.... (Voir le texte intégral maintenant)

Texte intégral

Figure

Fig. 1 The
Fig. 2 Piecewise linear value function with β = 2.25 -1 -0.5 0.5 1 -2-1.5-1-0.50.51 -1 -0.5 0 0.5 1 -1 -0.5 0 0.5 1-4-202 -1 -0.5 0 0.5 1-1-0.500.51
Fig. 4 Graph and contour lines of the sum of two Kahneman–Tversky value functions
Fig. 6 Graph and contour lines of V ( x 1 , x 2 ) with β = 2.25 and α = 0.7
+4

Références

Télécharger maintenant ( PDF - 15 Page - 357.81 KB )

Documents relatifs