Commutative Prospect Theory and Stopped Behavioral Processes for Fair Gambles
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References listed on IDEAS
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- Steinbacher, Matjaz, 2008. "Stochastic Processes in Finance and Behavioral Finance," MPRA Paper 13603, University Library of Munich, Germany.
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More about this item
Keywords
commutative prospect theory; homotopy; stopping time; behavioral stochastic process;All these keywords.
JEL classification:
- D03 - Microeconomics - - General - - - Behavioral Microeconomics: Underlying Principles
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- D70 - Microeconomics - - Analysis of Collective Decision-Making - - - General
- C0 - Mathematical and Quantitative Methods - - General
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-EVO-2010-05-02 (Evolutionary Economics)
- NEP-NEU-2010-05-02 (Neuroeconomics)
- NEP-ORE-2010-05-02 (Operations Research)
- NEP-UPT-2010-05-02 (Utility Models and Prospect Theory)
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