VALUATION OF COMPOUND OPTION WHEN THE UNDERLYING ASSET IS NON-TRADABLE (Q3580218): Difference between revisions

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-Yu-Hong Liu
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+Yu-Hong Liu
@@ Property / author: Yu-Hong Liu / rank @@
+Normal rank
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Choosing among alternative discrete investment projects under uncertainty
+Normal rank
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+VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION
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@@ 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 @@
+THE LIMITATIONS OF NO-ARBITRAGE ARGUMENTS FOR REAL OPTIONS
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+Martingale and Duality Methods for Utility Maximization in an Incomplete Market
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+A market utility approach to investment valuation
@@ Property / cites work: A market utility approach to investment valuation / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal consumption/investment policies with undiversifiable income risk and liquidity constraints
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+Similarity and decision-making under risk (Is there a utility theory resolution to the Allais paradox?)
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