Adrien Nguyen‐Huu

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General Stopping Behaviors of Naïve and Noncommitted Sophisticated Agents, with Application to Probability Distortion

Mathematical Finance, Vol. 30, Issue 1, pp. 310-340, 2020
Number of pages: 31 Posted: 29 May 2020
Yu-Jui Huang, Adrien Nguyen‐Huu and Xun Yu Zhou
University of Colorado at Boulder - Department of Applied Mathematics, affiliation not provided to SSRN and The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
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Abstract:

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equilibrium stopping law, naïve and sophisticated agents, optimal stopping, probability distortion, time inconsistency