University of Warwick
in Total Papers Citations
Behavioral economics, prospect theory, probability weighting, randomized strategies
Seel-Strack problem, Gambling contest, Nash equilibrium, Skorokhod Embedding
robust hedging, super‐replication, cheapest super‐hedge, forward start straddle
portfolio liquidation, utility maximization, calculus of variations, optimal strategy, price impact
Prospect theory, behavioral finance, disposition effect, investor trading behavior, probability weighting.
gambling contest, Nash equilibrium, Skorokhod embedding, regret theory, maximum process
Asian options, Floating strike Asian options, Put call symmetry, Bounds, Change of numéraire
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