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20172026
most citedTwo explicit Skorokhod embeddings for simple symmetric random walk

2 citations · 2 across the 3 of their papers we have counts for

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q-fin.MF2021

When to Quit Gambling, if You Must!

Sang Hu, Jan Obloj, Xun Yu Zhou

We develop an approach to solve Barberis (2012)'s casino gambling model in which a gambler whose preferences are specified by the cumulative prospect theory (CPT) must decide when…