Beta and Coskewness Pricing: Perspective from Probability Weighting.

Yun Shi Xiangyu Cui Xun Yu Zhou

Published in: Oper. Res. (2023)

Keyphrases

dynamic pricing
weighting scheme
website
case study
viewpoint
probability distribution
multiple perspectives
data sets
information retrieval
artificial intelligence
similarity measure
conditional probabilities
probability theory
financial markets
distributional assumptions