Accounting for risk aversion in derivatives purchase timing (Q1938997): Difference between revisions

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Latest revision as of 06:05, 6 July 2024

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Accounting for risk aversion in derivatives purchase timing
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    Accounting for risk aversion in derivatives purchase timing (English)
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    26 February 2013
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    sequential purchase timing
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    indifference pricing
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    risk aversion
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    stochastic control with optimal stopping
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