Optimal strategies with option compensation under mean reverting returns or volatilities (Q1722748): Difference between revisions

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+A variational problem arising in economics
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+On relative performance, remuneration and risk taking of asset managers
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+Closed form spread option valuation
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+Optimal consumption and portfolio policies when asset prices follow a diffusion process
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+A YIELD‐FACTOR MODEL OF INTEREST RATES
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+Optimal strategy for a fund manager with option compensation
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+Portfolio management with benchmark related incentives under mean reverting processes
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+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
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