Markets with random lifetimes and private values: mean reversion and option to trade (Q2343114)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Markets with random lifetimes and private values: mean reversion and option to trade
scientific article

    Statements

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