Pages that link to "Item:Q631243"
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The following pages link to Risk, uncertainty, and option exercise (Q631243):
Displaying 24 items.
- Asset pricing in a Lucas fruit-tree economy with the best and worst in mind (Q433373) (← links)
- A closed-form solution for options with ambiguity about stochastic volatility (Q488211) (← links)
- The worst case for real options (Q613589) (← links)
- Ambiguity sharing and the lack of relative performance evaluation (Q1616079) (← links)
- Uncertain dynamics, correlation effects, and robust investment decisions (Q1624002) (← links)
- The K-armed bandit problem with multiple priors (Q1736953) (← links)
- Investment under ambiguity with the best and worst in mind (Q1932543) (← links)
- Ambiguity in asset pricing and portfolio choice: a review of the literature (Q1936325) (← links)
- Robust tracking error portfolio selection with worst-case downside risk measures (Q1994379) (← links)
- An escape time interpretation of robust control (Q1994522) (← links)
- Option replication with transaction cost under Knightian uncertainty (Q2066047) (← links)
- Robust leverage dynamics without commitment (Q2088617) (← links)
- Non-tradability interval for heterogeneous rational players in the option markets (Q2127366) (← links)
- The impact of operational delay on irreversible investment under Knightian uncertainty (Q2158373) (← links)
- Individual antecedents of real options appraisal: the role of national culture and ambiguity (Q2189896) (← links)
- (Not) delegating decisions to experts: the effect of uncertainty (Q2220929) (← links)
- Optimal capital structure, ambiguity aversion, and leverage puzzles (Q2246631) (← links)
- Investment under uncertainty with financial constraints (Q2334115) (← links)
- Choquet-based European option pricing with stochastic (and fixed) strikes (Q2516642) (← links)
- Ambiguity and the Bayesian Paradigm (Q2971685) (← links)
- IRREVERSIBLE INVESTMENTS AND AMBIGUITY AVERSION (Q4595297) (← links)
- A class of solvable multidimensional stopping problems in the presence of Knightian uncertainty (Q5022268) (← links)
- Optimal stopping under model ambiguity: A time‐consistent equilibrium approach (Q6054370) (← links)
- Robust stimulus of private investment: Tax rate cut or investment subsidy? (Q6074911) (← links)