Consumption utility-based pricing and timing of the option to invest with partial information (Q431904): Difference between revisions

@@ Property / DOI @@
-.1007/s10614-011-9289-4
@@ Property / DOI: 10.1007/s10614-011-9289-4 / rank @@
-Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B16
@@ Property / Mathematics Subject Classification ID: 91B16 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B44
@@ Property / Mathematics Subject Classification ID: 91B44 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B24
@@ Property / Mathematics Subject Classification ID: 91B24 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 91G10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6052436
@@ Property / zbMATH DE Number: 6052436 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+partial information
@@ Property / zbMATH Keywords: partial information / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+consumption utility-based indifference pricing
+Normal rank
@@ Property / zbMATH Keywords @@
+real options
@@ Property / zbMATH Keywords: real options / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+implied information value
@@ Property / zbMATH Keywords: implied information value / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10614-011-9289-4
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@@ Property / OpenAlex ID @@
+W2021718820
@@ Property / OpenAlex ID: W2021718820 / rank @@
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@@ Property / cites work @@
+The Role of Learning in Dynamic Portfolio Decisions *
+Normal rank
@@ Property / cites work @@
+Investment Timing Under Incomplete Information
@@ Property / cites work: Investment Timing Under Incomplete Information / rank @@
+Normal rank
@@ Property / cites work @@
+Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk
+Normal rank
@@ Property / cites work @@
+Controlled Markov processes and viscosity solutions
+Normal rank
@@ Property / cites work @@
+VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION
+Normal rank
@@ Property / cites work @@
+Valuing the option to invest in an incomplete market
+Normal rank
@@ Property / cites work @@
+Real options with constant relative risk aversion
@@ Property / cites work: Real options with constant relative risk aversion / rank @@
+Normal rank
@@ Property / cites work @@
+Comment on “Investment Timing Under Incomplete Information”
+Normal rank
@@ Property / cites work @@
+Q3910361
@@ Property / cites work: Q3910361 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal trading strategy for an investor: the case of partial information
+Normal rank
@@ Property / cites work @@
+Q4139359
@@ Property / cites work: Q4139359 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+Optimal hedging and parameter uncertainty
@@ Property / cites work: Optimal hedging and parameter uncertainty / rank @@
+Normal rank
@@ Property / cites work @@
+On some recent aspects of stochastic control and their applications
+Normal rank
@@ Property / cites work @@
+Continuous-time stochastic control and optimization with financial applications
+Normal rank
@@ Property / cites work @@
+Pricing Via Utility Maximization and Entropy
@@ Property / cites work: Pricing Via Utility Maximization and Entropy / rank @@
+Normal rank
@@ Property / cites work @@
+Mean‐Variance Portfolio Selection under Partial Information
+Normal rank
@@ Property / cites work @@
+OPTIMAL TRADING STRATEGY WITH PARTIAL INFORMATION AND THE VALUE OF INFORMATION: THE SIMPLIFIED AND GENERALIZED MODELS
+Normal rank
@@ Property / DOI @@
+.1007/S10614-011-9289-4
@@ Property / DOI: 10.1007/S10614-011-9289-4 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:431904