Rationality Parameter for Exercising American Put

Research output: Contribution to journalJournal articleResearchpeer-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 journalJournal articleResearchpeer-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

Gad, Kamille Sofie Tågholt ; Pedersen, Jesper Lund. / Rationality Parameter for Exercising American Put. In: Risks. 2015 ; Vol. 3, No. 2. pp. 103-111.

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 = "6",
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