Optimal acquisition of a partially hedgeable house (Q2342736): Difference between revisions

@@ Property / author @@
-Coskun Cetin
@@ Property / author: Coskun Cetin / rank @@
-Normal rank
@@ Property / author @@
+Coskun Cetin
@@ Property / author: Coskun Cetin / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11579-014-0137-x
+Normal rank
@@ Property / OpenAlex ID @@
+W3124058464
@@ Property / OpenAlex ID: W3124058464 / rank @@
+Normal rank
@@ Property / cites work @@
+Utility maximization in incomplete markets with random endowment
+Normal rank
@@ Property / cites work @@
+Monte Carlo computation of optimal portfolios in complete markets
+Normal rank
@@ Property / cites work @@
+Asset Prices in an Exchange Economy with Habit Formation
+Normal rank
@@ Property / cites work @@
+Exponential utility indifference valuation in two Brownian settings with stochastic correlation
+Normal rank
@@ Property / cites work @@
+Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods
+Normal rank
@@ Property / cites work @@
+Corporate control and real investment in incomplete markets
+Normal rank
@@ Property / cites work @@
+Q4368791
@@ Property / cites work: Q4368791 / rank @@
+Normal rank
@@ Property / cites work @@
+Utility Maximization with Discretionary Stopping
@@ Property / cites work: Utility Maximization with Discretionary Stopping / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing early exercise contracts in incomplete markets
+Normal rank
@@ Property / cites work @@
+A generalized clark representation formula, with application to optimal portfolios
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2342736