Pages that link to "Item:Q926390"
From MaRDI portal
The following pages link to Valuing the option to invest in an incomplete market (Q926390):
Displayed 4 items.
- An explicit solution for an optimal stopping/optimal control problem which models an asset sale (Q957514) (← links)
- Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk (Q1006557) (← links)
- Horizon-unbiased utility functions (Q2464859) (← links)
- Perpetual American options in incomplete markets: the infinitely divisible case (Q3605221) (← links)