Opaque bank assets and optimal equity capital (Q1734564): Difference between revisions

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+Optimal Consumption and Investment with Fixed and Proportional Transaction Costs
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+The impact of delivery lags on irreversible investment under uncertainty
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+A unified treatment of dividend payment problems under fixed cost and implementation delays
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+OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES
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+Arbitrage Theory in Continuous Time
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+The Impact of Uncertainty Shocks
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+Q3150773
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+Weak Dynamic Programming Principle for Viscosity Solutions
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+Impulse control problem on finite horizon with execution delay
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+CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM
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+A Variational Approach to Contracting under Imperfect Observations
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+CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK
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+A Class of Singular Control Problems and the Smooth Fit Principle
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+Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example
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+Unintended consequences of the market risk requirement in banking regulation
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+The demand for information: More heat than light
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+A Jump-Diffusion Model for Option Pricing
@@ Property / cites work: A Jump-Diffusion Model for Option Pricing / rank @@
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+Firm behaviour under the threat of liquidation
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+Learning and Information Aggregation in an Exit Game
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+Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs
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+Q3763296
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