Pages that link to "Item:Q1853198"
From MaRDI portal
The following pages link to Real options with constant relative risk aversion (Q1853198):
Displaying 44 items.
- Optimal investment under operational flexibility, risk aversion, and uncertainty (Q421597) (← links)
- Consumption utility-based pricing and timing of the option to invest with partial information (Q431904) (← links)
- Optimal investment and price dependence in a semi-static market (Q486934) (← links)
- Solving a nonlinear PDE that prices real options using utility based pricing methods (Q546201) (← links)
- Modeling non-monotone risk aversion using SAHARA utility functions (Q643277) (← links)
- Co-development ventures: optimal time of entry and profit-sharing (Q647661) (← links)
- Exponential utility maximization under partial information (Q650760) (← links)
- Bounds for the utility-indifference prices of non-traded assets in incomplete markets (Q816441) (← links)
- Irreversible investment with Cox-Ingersoll-Ross type mean reversion (Q975940) (← links)
- Sensitivity analysis of utility-based prices and risk-tolerance wealth processes (Q997422) (← links)
- Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk (Q1006557) (← links)
- Rational hedging and valuation of integrated risks under constant absolute risk aversion. (Q1413332) (← links)
- Possibilistic risk aversion in group decisions: theory with application in the insurance of giga-investments valued through the fuzzy pay-off method (Q1701923) (← links)
- Optimal regime switching under risk aversion and uncertainty (Q1752227) (← links)
- Prudence and preference for flexibility gain (Q2023960) (← links)
- Kalman filter approach to real options with active learning (Q2090119) (← links)
- Asymptotic analysis of the expected utility maximization problem with respect to perturbations of the numéraire (Q2182639) (← links)
- Indifference pricing under SAHARA utility (Q2223856) (← links)
- Model risk in real option valuation (Q2241105) (← links)
- Asymptotic power utility-based pricing and hedging (Q2257041) (← links)
- Duopolistic competition under risk aversion and uncertainty (Q2356277) (← links)
- Indifference pricing for CRRA utilities (Q2392015) (← links)
- Dynamic capital structure choice and investment timing (Q2416794) (← links)
- Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk (Q2444679) (← links)
- Asymptotic analysis of utility-based hedging strategies for small number of contingent claims (Q2464858) (← links)
- Horizon-unbiased utility functions (Q2464859) (← links)
- Heat polynomials and Lie point symmetries (Q2497399) (← links)
- Hedging with Residual Risk: A BSDE Approach (Q2904884) (← links)
- Corrections to the Prices of Derivatives due to Market Incompleteness (Q3004481) (← links)
- Exponential utility indifference valuation in two Brownian settings with stochastic correlation (Q3516396) (← links)
- PRICING AND HEDGING OF DERIVATIVES BASED ON NONTRADABLE UNDERLYINGS (Q3553257) (← links)
- ON AGENT’S AGREEMENT AND PARTIAL-EQUILIBRIUM PRICING IN INCOMPLETE MARKETS (Q3576956) (← links)
- VALUATION OF COMPOUND OPTION WHEN THE UNDERLYING ASSET IS NON-TRADABLE (Q3580218) (← links)
- VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION (Q4419300) (← links)
- Performance of utility-based strategies for hedging basis risk (Q4610231) (← links)
- INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT (Q4906540) (← links)
- Bond indifference prices (Q5014252) (← links)
- Hedging strategies for energy derivatives (Q5247229) (← links)
- The impact of the market portfolio on the valuation, incentives and optimality of executive stock options (Q5697334) (← links)
- PRICING PRECIPITATION BASED DERIVATIVES (Q5714653) (← links)
- Pricing contingent convertibles with idiosyncratic risk (Q6053640) (← links)
- A game of information security investment considering security insurance and complementary information assets (Q6071097) (← links)
- Quadratic expansions in optimal investment with respect to perturbations of the semimartingale model (Q6130338) (← links)
- Efficient approximations for utility-based pricing (Q6549635) (← links)
