Understanding trading binary options strategies and tactics bloomberg financial
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A basic underlying assumption, throughout the paper, is that a decision maker, who faces a pairwise choice among two choice options, behaves probabilistically (like the realization of a single Bernoulli trial), including the possibility of degenerate probabilities where the person picks one option with certainty.
In the interest of brevity and accessibility, we cast the example in terms of the understanding trading binary options strategies and tactics bloomberg financial famous contemporary theory of risky choice, Cumulative Prospect Theory ( Tversky and Kahneman 1992 ). However, since our empirical illustration only considers gambles in which one can win but not lose money, one can think of the predictions as derived from certain, more general, forms of rank-dependent utility theories.