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Markets with random lifetimes and private values: mean reversion and option to trade - MaRDI portal

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

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Markets with random lifetimes and private values: mean reversion and option to trade
scientific article

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