Computational methods for incentive option valuation (Q2271801): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Explicit solutions to an optimal portfolio choice problem with stochastic income / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Consumption and Portfolio Selection with Labor Income: A Continuous Time Approach / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Optimum consumption and portfolio rules in a continuous-time model / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Optimal consumption/investment policies with undiversifiable income risk and liquidity constraints / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Risk Aversion in the Small and in the Large / rank | |||
Normal rank | |||
Latest revision as of 20:06, 1 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computational methods for incentive option valuation |
scientific article |
Statements
Computational methods for incentive option valuation (English)
0 references
4 August 2009
0 references
portfolio choice
0 references
investment decisions
0 references
contingent claim pricing
0 references
optimisation techniques
0 references
0 references
