Pages that link to "Item:Q1938997"

The following pages link to Accounting for risk aversion in derivatives purchase timing (Q1938997):

Displaying 5 items.

• Impact of risk aversion and belief heterogeneity on trading of defaultable claims (Q338909) (← links)
• Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics (Q2422122) (← links)
• AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING (Q2947345) (← links)
• INDIFFERENCE PRICES AND IMPLIED VOLATILITIES (Q4635045) (← links)
• RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES (Q4909145) (← links)