Pages that link to "Item:Q3566970"

The following pages link to Exponential Hedging with Optimal Stopping and Application to Employee Stock Option Valuation (Q3566970):

Displayed 7 items.

• Accounting for risk aversion in derivatives purchase timing (Q1938997) ‎ (← links)
• Forward dynamic utility functions: a new model and new results (Q2253402) ‎ (← links)
• Optimal Consumption and Sale Strategies for a Risk Averse Agent (Q2832613) ‎ (← links)
• AN ANALYTIC RECURSIVE METHOD FOR OPTIMAL MULTIPLE STOPPING: CANADIZATION AND PHASE-TYPE FITTING (Q2947345) ‎ (← links)
• OPTIMAL EXERCISE OF AN EXECUTIVE STOCK OPTION BY AN INSIDER (Q3086257) ‎ (← links)
• Forward indifference valuation of American options (Q3145087) ‎ (← links)
• Reflected backward stochastic differential equations and a class of non-linear dynamic pricing rule (Q5411892) ‎ (← links)