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Rationality Parameter for Exercising American Put
Kamille Sofie Tågholt Gad,
Jesper Lund Pedersen
Department of Mathematical Sciences
99
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Dive into the research topics of 'Rationality Parameter for Exercising American Put'. Together they form a unique fingerprint.
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Business & Economics
Arbitrage
64%
Buyers
46%
Exercise
94%
Jump
46%
Penalty Method
65%
Point Process
56%
Rationality
100%