Pages that link to "Item:Q1006557"

The following pages link to Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk (Q1006557):

Displaying 10 items.

• Consumption utility-based pricing and timing of the option to invest with partial information (Q431904) (← links)
• Solving a nonlinear PDE that prices real options using utility based pricing methods (Q546201) (← links)
• On the non-equilibrium density of geometric mean reversion (Q962018) (← links)
• Irreversible investment with Cox-Ingersoll-Ross type mean reversion (Q975940) (← links)
• A real option approach to optimal inventory management of retail products (Q2358871) (← links)
• Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics (Q2422122) (← links)
• Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk (Q2444679) (← links)
• Entrepreneurial finance with equity-for-guarantee swap and idiosyncratic risk (Q2629730) (← links)
• SUSTAINABLE YIELDS IN FISHERIES: UNCERTAINTY, RISK-AVERSION, AND MEAN-VARIANCE ANALYSIS (Q3587001) (← links)
• Pricing contingent convertibles with idiosyncratic risk (Q6053640) (← links)