Cokki Versluis

Independent

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 47,969

SSRN RANKINGS

Top 47,969

in Total Papers Downloads

1,090

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (3)

1.

A Cumulative Prospect Theory Approach to Option Pricing

Number of pages: 36 Posted: 30 Nov 2010
Independent, University of Luxembourg and University of Luxembourg - Luxembourg School of Finance
Downloads 627 (50,439)
Citation 6

Abstract:

Loading...

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 438 (78,890)
Citation 1

Abstract:

Loading...

Skewness, Symmetry, Asymmetry, Ordering, Weibull, Distribution

3.

Skewness of Continuous Statistical Distributions

Number of pages: 14 Posted: 19 Dec 2017
Cokki Versluis
Independent
Downloads 25 (577,431)

Abstract:

Loading...

Skewness, Symmetry, Asymmetry, Statistical Distribution, Convex Ordering

Other Papers (1)

Total Downloads: 261
1.

A Prospect Approach to Option Pricing

EFA 2008 Athens Meetings Paper
Number of pages: 37 Posted: 06 Mar 2008 Last Revised: 11 Mar 2008
University of Luxembourg - Luxembourg School of Finance, University of Luxembourg and Independent
Downloads 261

Abstract:

Loading...

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