Markets with random lifetimes and private values : mean reversion and option to trade
Jakša Cvitanić; Charles Plott; Chien-yao Tseng
| Year of publication: |
2015
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|---|---|
| Authors: | Cvitanić, Jakša ; Plott, Charles ; Tseng, Chien-Yao |
| Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 38.2015, 1, p. 1-19
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| Subject: | Trading with private values | Equilibrium price | Optimal exercise of options | Experimental markets | Tick-by-tick trading | Theorie | Theory | Optionsgeschäft | Option trading | Mean Reversion | Mean reversion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010513472