Ca Foscari University of Venice - Dipartimento di Economia
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Credit risk, structural models, default boundary, first-passage time, excursion time
options on stocks, discrete dividends, lattice methods, implied volatilities, implied dividends
Behavioral Finance, Cumulative Prospect Theory, European Option Pricing
Credit risk, structural models, excursion approach, default threshold
Credit Risk, Structural Models, Default Boundary, First-Passage Time, Excursion Time
Behavioral finance, cumulative prospect theory, curvature, elevation, European option pricing
Behavioral Finance, Cumulative Prospect Theory, Hedonic Framing, Options Trading Strategies
Cumulative prospect theory, probability weighting function
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