Alonso Pena

SDA Bocconi

Via Bocconi 8

Milan, Milan 20136

Italy

SCHOLARLY PAPERS

1

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CITATIONS
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3

Scholarly Papers (1)

On the Role of Behavioral Finance in the Pricing of Financial Derivatives: The Case of the S&P 500

Number of pages: 29 Posted: 26 Aug 2010
University of Bergamo, SDA Bocconi and SDA Bocconi
Downloads 476 (46,498)
Citation 3

Abstract:

Black-Scholes Equation, Prospect Theory, Heston Stochastic Volatility

On the Role of Behavioral Finance in the Pricing of Financial Derivatives: The Case of the S&P 500

CAREFIN Research Paper No. 03/2010
Number of pages: 30 Posted: 30 Mar 2011
SDA Bocconi, SDA Bocconi and University of Bergamo
Downloads 323 (74,315)
Citation 3

Abstract:

Black-Scholes Equation, Prospect Theory, Heston Stochastic Volatility Model, S&P500 Index, Option Pricing