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Results 1 - 10
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976
The interaction of payoff structure and regulatory focus in classification
- Psychological Science
, 2005
"... ABSTRACT—This report brings together research on moti-vation and learning by exploring how fit of regulatory fo-cus affects people’s ability to acquire new categories. Perceptual categories were learned by people with a pro-motion focus (a situationally determined sensitivity to gains) or a preventi ..."
Abstract
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Cited by 22 (12 self)
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prevention focus (a sensitivity to losses). Classification performance was closest to optimal (as determined by models fit to individual subjects ’ data) when the regulatory focus matched the structure of the payoffs for the catego-ries. Promotion-focus subjects performed best when the payoffs consisted
Option pricing when underlying stock returns are discontinuous
- Journal of Financial Economics
, 1976
"... The validity of the classic Black-Scholes option pricing formula dcpcnds on the capability of investors to follow a dynamic portfolio strategy in the stock that replicates the payoff structure to the option. The critical assumption required for such a strategy to be feasible, is that the underlying ..."
Abstract
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Cited by 1001 (3 self)
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The validity of the classic Black-Scholes option pricing formula dcpcnds on the capability of investors to follow a dynamic portfolio strategy in the stock that replicates the payoff structure to the option. The critical assumption required for such a strategy to be feasible, is that the underlying
Risk Aversion and Incentive Effects
- American Economic Review
, 2002
"... A menu of paired lottery choices is structured so that the crossover point to the high-risk lottery can be used to infer the degree of risk aversion. With "normal " laboratory payoffs of several dollars, most subjects are risk averse and few are risk loving. Scaling up all payoffs by facto ..."
Abstract
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Cited by 488 (7 self)
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A menu of paired lottery choices is structured so that the crossover point to the high-risk lottery can be used to infer the degree of risk aversion. With "normal " laboratory payoffs of several dollars, most subjects are risk averse and few are risk loving. Scaling up all payoffs
Valuing American options by simulation: A simple least-squares approach
- Review of Financial Studies
, 2001
"... This article presents a simple yet powerful new approach for approximating the value of America11 options by simulation. The kcy to this approach is the use of least squares to estimate the conditional expected payoff to the optionholder from continuation. This makes this approach readily applicable ..."
Abstract
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Cited by 517 (9 self)
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This article presents a simple yet powerful new approach for approximating the value of America11 options by simulation. The kcy to this approach is the use of least squares to estimate the conditional expected payoff to the optionholder from continuation. This makes this approach readily
Research Report The Interaction of Payoff Structure and Regulatory Focus in Classification
"... ABSTRACT—This report brings together research on motivation and learning by exploring how fit of regulatory focus affects people’s ability to acquire new categories. Perceptual categories were learned by people with a promotion focus (a situationally determined sensitivity to gains) or a prevention ..."
Abstract
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focus (a sensitivity to losses). Classification performance was closest to optimal (as determined by models fit to individual subjects ’ data) when the regulatory focus matched the structure of the payoffs for the categories. Promotion-focus subjects performed best when the payoffs consisted of all
Exploring Payoffs and Beliefs in Game Theory
, 2000
"... This dissertation explores the importance of the payoff structure and beliefs for noncooperative games. Chapter 2 considers ..."
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This dissertation explores the importance of the payoff structure and beliefs for noncooperative games. Chapter 2 considers
Stable Networks and Convex Payoffs
, 2005
"... Recently a variety of link-based stability concepts have emerged in the literature on game theoretic models of social network formation. We investigate two basic formation properties that establish equivalence between some well known types of stable networks and their natural extensions. These prope ..."
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. These properties can be identified as convexity conditions on the network payoff structures.
Sequential formation of coalitions in games with externalities and fixed payoff division
- GAMES ECON. BEHAV
, 1996
"... This paper analyzes a sequential game of coalition formation when the division of the coalitional surplus is fixed and the payoffs are defined relative to the whole coalition structure. Gains from cooperation are represented by a valuation which maps coalition structures into payoff vectors. I show ..."
Abstract
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Cited by 133 (3 self)
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This paper analyzes a sequential game of coalition formation when the division of the coalitional surplus is fixed and the payoffs are defined relative to the whole coalition structure. Gains from cooperation are represented by a valuation which maps coalition structures into payoff vectors. I show
American options with lookback payoff,” Working
, 2005
"... Abstract. We examine the early exercise policies and pricing behaviors of one-asset American options with lookback payoff structures. The classes of option models considered include floating strike lookback options, Russian options, fixed strike lookback options and pricing model of dynamic protecti ..."
Abstract
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Cited by 6 (2 self)
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Abstract. We examine the early exercise policies and pricing behaviors of one-asset American options with lookback payoff structures. The classes of option models considered include floating strike lookback options, Russian options, fixed strike lookback options and pricing model of dynamic
Results 1 - 10
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976
