Rationality parameter for exercising American put
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References listed on IDEAS
- Chen, Hsiao-Chi & Friedman, James W. & Thisse, Jacques-Francois, 1997.
"Boundedly Rational Nash Equilibrium: A Probabilistic Choice Approach,"
Games and Economic Behavior,
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- CHEN, Hsiao-Ch. & FRIEDMAN, J.W. & THISSE, Jacques-Francois, 1996. "Boundedly Rational Nash Equilibrium: A Probabilistic Choice Approach," CORE Discussion Papers 1996044, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Chen, H.-C. & Friedman, J. W. & Thisse, J.-F., 1997. "Boundedly rational Nash equilibrium: a probabilistic choice approach," CORE Discussion Papers RP 1248, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-11-01 (All new papers)
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