Real options with constant relative risk aversion (Q1853198): Difference between revisions

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+Optimal consumption and equilibrium prices with portfolio constraints and stochastic income
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+Q4218383
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+Q2722587
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+Portfolio Selection with Transaction Costs
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+Hedging in incomplete markets with HARA utility
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+Optimal hedging and equilibrium in a dynamic futures market
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+Mean-variance hedging in continuous time
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+Q3974816
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+THE LIMITATIONS OF NO-ARBITRAGE ARGUMENTS FOR REAL OPTIONS
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+The relaxed investor and parameter uncertainty
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+Optimal investment in incomplete markets when wealth may become negative.
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+A solution approach to valuation with unhedgeable risks
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