Paolo Pianca

Publication Activity (10 Years)

Years Active: 2001-2019
Publications (10 Years): 1

Top Topics

Decision Makers

Conditional Probabilities

Multi Attribute

Cumulative Prospect Theory

Top Venues

Comput. Manag. Sci.

Publications

Martina Nardon, Paolo Pianca
European option pricing under cumulative prospect theory with constant relative sensitivity probability weighting functions. Comput. Manag. Sci. 16 (1-2) (2019)
Antonella Basso, Paolo Pianca
Option pricing bounds with standard risk aversion preferences. Eur. J. Oper. Res. 134 (2) (2001)