Rationality Parameter for Exercising American Put
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- Rationality Parameter for Exercising American Put
Final published version, 219 KB, PDF document
Original language | English |
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Journal | Risks |
Volume | 3 |
Issue number | 2 |
Pages (from-to) | 103-111 |
ISSN | 2227-9091 |
DOIs | |
Publication status | Published - Jun 2015 |
- behavioral modeling, irrational exercise rule, partial differential equation, penalty method
Research areas
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ID: 161447092