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 |
|---|---|
| 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