Accounting for risk aversion in derivatives purchase timing (Q1938997)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accounting for risk aversion in derivatives purchase timing |
scientific article |
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Accounting for risk aversion in derivatives purchase timing (English)
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26 February 2013
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sequential purchase timing
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indifference pricing
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risk aversion
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stochastic control with optimal stopping
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