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Canonical Representation Of Option Prices and Greeks with Implications for Market Timing
Title
Canonical Representation Of Option Prices and Greeks with Implications for Market Timing
Date
2010
Author(s)
Cadogan, Godfrey (Author), Ryerson University (Degree granting institution)
Subject(s)
Microeconomics, Econometric models
Commutative Prospect Theory and Stopped Behavioral Processes for Fair Gambles
Title
Commutative Prospect Theory and Stopped Behavioral Processes for Fair Gambles
Date
2010
Author(s)
Cadogan, Godfrey (Author)
Subject(s)
Microeconomics, Behavioral economics
On behavioral Arrow Pratt risk process with applications to risk pricing, stochastic cash flows, and risk control
Title
On behavioral Arrow Pratt risk process with applications to risk pricing, stochastic cash flows, and risk control
Date
2009
Author(s)
Cadogan, Godfrey (Author), Ryerson University (Degree granting institution)
Subject(s)
Capital budget, Behavioral economics, Asset pricing, Microeconomics