Markets with random lifetimes and private values: mean reversion and option to trade
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DOI: 10.1007/s10203-014-0155-4
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More about this item
Keywords
Trading with private values; Equilibrium price; Optimal exercise of options; Experimental markets; Tick-by-tick trading; G11; G12;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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