The value of a fallback option

DOI10.1007/S10100-015-0389-4zbMATH Open1339.91116OpenAlexW2150720285MaRDI QIDQ301889FDOQ301889

Authors: Stefan Kreiner, Stefan Palan, Sascha Füllbrunn 

Publication date: 4 July 2016

Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10100-015-0389-4

Recommendations

• Fall back equilibrium
• The impact of the irrelevant: temporary buy-options and bidding behavior in auctions
• The role of varying risk attitudes in an auction with a buyout option
• Second chance offers versus sequential auctions: theory and behavior
• Multi-dimensional reference-dependent preferences in sealed-bid auctions -- how (most) laboratory experiments differ from the field

zbMATH Keywords

fallback optionsecond price auction bidding behavior

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Auctions, bargaining, bidding and selling, and other market models (91B26)

Cites Work

• Varying the number of bidders in the first-price sealed-bid auction: experimental evidence for the one-shot game
• Ordered Hypotheses for Multiple Treatments: A Significance Test for Linear Ranks

Cited In (1)

• Collaborative decision systems in economics and in complex societal and environmental applications

Uses Software

• Z-Tree

This page was built for publication: The value of a fallback option

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q301889)