Open AccessBeta and Coskewness Pricing: Perspective from Probability Weighting
Author(s) -
Yun Shi,
Xiangyu Cui,
Xun Yu Zhou
Publication year - 2020
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.3579960
Subject(s) - beta (programming language) , weighting , beta distribution , mathematics , econometrics , statistics , economics , computer science , physics , acoustics , programming language
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