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20162026
most citedOption Pricing in Markets with Informed Traders

12 citations · 32 across the 26 of their papers we have counts for

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q-fin.GN2017★ 2 cited

Option Pricing with Greed and Fear Factor: The Rational Finance Approach

Svetlozar Rachev, Frank J. Fabozzi, Boryana Racheva-Iotova +1

We explain the main concepts of Prospect Theory and Cumulative Prospect Theory within the framework of rational dynamic asset pricing theory. We derive option pricing formulas when…