Rationality Parameter for Exercising American Put
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
Rationality Parameter for Exercising American Put. / Gad, Kamille Sofie Tågholt; Pedersen, Jesper Lund.
In: Risks, Vol. 3, No. 2, 06.2015, p. 103-111.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Gad, KST & Pedersen, JL 2015, 'Rationality Parameter for Exercising American Put', Risks, vol. 3, no. 2, pp. 103-111. https://doi.org/10.3390/risks3020103
APA
Gad, K. S. T., & Pedersen, J. L. (2015). Rationality Parameter for Exercising American Put. Risks, 3(2), 103-111. https://doi.org/10.3390/risks3020103
Vancouver
Gad KST, Pedersen JL. Rationality Parameter for Exercising American Put. Risks. 2015 Jun;3(2):103-111. https://doi.org/10.3390/risks3020103
Author
Bibtex
@article{422794dd110f45f184a224eacdb95f04,
title = "Rationality Parameter for Exercising American Put",
keywords = "behavioral modeling, irrational exercise rule, partial differential equation, penalty method",
author = "Gad, {Kamille Sofie T{\aa}gholt} and Pedersen, {Jesper Lund}",
year = "2015",
month = jun,
doi = "10.3390/risks3020103",
language = "English",
volume = "3",
pages = "103--111",
journal = "Risks",
issn = "2227-9091",
publisher = "MDPI",
number = "2",
}
RIS
TY - JOUR
T1 - Rationality Parameter for Exercising American Put
AU - Gad, Kamille Sofie Tågholt
AU - Pedersen, Jesper Lund
PY - 2015/6
Y1 - 2015/6
KW - behavioral modeling
KW - irrational exercise rule
KW - partial differential equation
KW - penalty method
U2 - 10.3390/risks3020103
DO - 10.3390/risks3020103
M3 - Journal article
VL - 3
SP - 103
EP - 111
JO - Risks
JF - Risks
SN - 2227-9091
IS - 2
ER -
ID: 161447092