Markets with random lifetimes and private values: mean reversion and option to trade (Q2343114)
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English | Markets with random lifetimes and private values: mean reversion and option to trade |
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Markets with random lifetimes and private values: mean reversion and option to trade (English)
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4 May 2015
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trading with private values
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equilibrium price
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optimal exercise of options
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experimental markets
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tick-by-tick trading
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