Rationality Parameter for Exercising American Put

Author: Gad Kamille Sofie Tågholt   Pedersen Jesper Lund  

Publisher: MDPI

E-ISSN: 2227-9091|3|2|103-111

ISSN: 2227-9091

Source: Risks, Vol.3, Iss.2, 2015-05, pp. : 103-111

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Abstract