General stopping behaviors of naïve and noncommitted sophisticated agents, with application to probability distortion
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Publication:5109991
DOI10.1111/mafi.12224OpenAlexW2803231892MaRDI QIDQ5109991
No author found.
Publication date: 14 May 2020
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1709.03535
optimal stoppingtime inconsistencyprobability distortionequilibrium stopping lawnaïve and sophisticated agents
Stopping times; optimal stopping problems; gambling theory (60G40) Corporate finance (dividends, real options, etc.) (91G50)
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