Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk (Q2444679): Difference between revisions

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+On the smooth-fit principle in $ \mathbb R^n$
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+Price Setting With Menu Cost for Multiproduct Firms
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+Investment Timing Under Incomplete Information
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+Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk
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+Valuing the option to invest in an incomplete market
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+Real options with constant relative risk aversion
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+Comment on “Investment Timing Under Incomplete Information”
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+Optimal trading strategy for an investor: the case of partial information
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+Optimal hedging and parameter uncertainty
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+Utility-Based Valuation and Hedging of Basis Risk With Partial Information
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+OPTIMAL TRADING STRATEGY WITH PARTIAL INFORMATION AND THE VALUE OF INFORMATION: THE SIMPLIFIED AND GENERALIZED MODELS
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+Consumption utility-based pricing and timing of the option to invest with partial information
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+A practical approach to <i>R</i><sub>0</sub> in continuous‐time ecological models
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