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Asymptotic analysis of option pricing in a Markov modulated market

✍ Scribed by Arnab Basu; Mrinal K. Ghosh

Publisher: Elsevier Science
Year: 2009
Tongue: English
Weight: 939 KB
Volume: 37
Category: Article
ISSN: 0167-6377
DOI: 10.1016/j.orl.2009.06.005

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## ABSTRACT Numerous researchers have investigated the compromise effect, according to which a middle option of a consideration set is assumed to be perceived more attractive by consumers, thus becoming more likely to be chosen than the extreme options. However, a closer examination of the experime