The value of a fallback option

DOI10.1007/S10100-015-0389-4zbMath1339.91116OpenAlexW2150720285MaRDI QIDQ301889

Stefan Kreiner, Stefan Palan, Sascha C. 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

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)

Related Items (1)

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

Uses Software

• Z-Tree

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

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