Cokki Versluis

Independent

SCHOLARLY PAPERS

4

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in Total Papers Downloads

1,985

TOTAL CITATIONS

9

Scholarly Papers (4)

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1.

A Cumulative Prospect Theory Approach to Option Pricing

Number of pages: 36 Posted: 30 Nov 2010
Cokki Versluis, Thorsten Lehnert and Christian C. P. Wolff
Independent, University of Luxembourg and University of Luxembourg
Downloads 826 (60,026)
Citation 7

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Prospect Theory, Framing, Mental Accounting, Risk Attitude, Loss Aversion, Probability Perception, Weighting Function, Stochastic Volatility, Option Pricing

2.

Skewness Measures for the Weibull Distribution

Number of pages: 16 Posted: 07 Apr 2015
Cokki Versluis and Stefan Straetmans
Independent and Maastricht University
Downloads 770 (65,901)
Citation 1

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Skewness, Symmetry, Asymmetry, Ordering, Weibull, Distribution

3.

A Prospect Approach to Option Pricing

EFA 2008 Athens Meetings Paper
Number of pages: 37 Posted: 06 Mar 2008 Last Revised: 01 Dec 2021
Christian C. P. Wolff, Thorsten Lehnert and Cokki Versluis
University of Luxembourg, University of Luxembourg and Independent
Downloads 325 (185,726)
Citation 1

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Prospect Theory, Framing, Mental Accounting, Risk attitude, Loss aversion, Probability

4.

Skewness of Continuous Statistical Distributions

Number of pages: 14 Posted: 19 Dec 2017
Cokki Versluis
Independent
Downloads 64 (679,989)

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Skewness, Symmetry, Asymmetry, Statistical Distribution, Convex Ordering