Pages that link to "Item:Q926390"

The following pages link to Valuing the option to invest in an incomplete market (Q926390):

Displaying 47 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)
• Incomplete markets, ambiguity, and irreversible investment (Q543804) (← links)
• Solving a nonlinear PDE that prices real options using utility based pricing methods (Q546201) (← links)
• The worst case for real options (Q613589) (← links)
• Optimal R\&D investment for a risk-averse entrepreneur (Q631241) (← links)
• Co-development ventures: optimal time of entry and profit-sharing (Q647661) (← links)
• An explicit solution for an optimal stopping/optimal control problem which models an asset sale (Q957514) (← links)
• Is corporate control effective when managers face investment timing decisions in incomplete markets? (Q976521) (← links)
• Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk (Q1006557) (← links)
• Corporate control and real investment in incomplete markets (Q1017066) (← links)
• Time preference and real investment (Q1655749) (← links)
• An optimal multiple stopping approach to infrastructure investment decisions (Q1657596) (← links)
• Idiosyncratic risk, the private benefits of control and investment timing (Q1672903) (← links)
• Optimal regime switching under risk aversion and uncertainty (Q1752227) (← links)
• A stochastic model with interacting managerial operating options and debt rescheduling (Q1754234) (← links)
• Accounting for risk aversion in derivatives purchase timing (Q1938997) (← links)
• A model of investment under uncertainty with time to build, market incompleteness and risk aversion (Q2030369) (← links)
• Investment decisions under incomplete markets in the presence of wealth effects (Q2056878) (← links)
• Model risk in real option valuation (Q2241105) (← links)
• Strategic technology switching under risk aversion and uncertainty (Q2246660) (← links)
• Risk aversion and block exercise of executive stock options (Q2271611) (← links)
• Duopolistic competition under risk aversion and uncertainty (Q2356277) (← links)
• A real option approach to optimal inventory management of retail products (Q2358871) (← links)
• Optimal investment with stopping in finite horizon (Q2405721) (← links)
• A stochastic control problem and related free boundaries in finance (Q2411028) (← links)
• Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics (Q2422122) (← links)
• Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk (Q2444679) (← links)
• Horizon-unbiased utility functions (Q2464859) (← links)
• A NOTE ON UTILITY INDIFFERENCE PRICING (Q2828052) (← links)
• PORTFOLIOS OF AMERICAN OPTIONS UNDER GENERAL PREFERENCES: RESULTS AND COUNTEREXAMPLES (Q2875728) (← links)
• Explicit Description of HARA Forward Utilities and Their Optimal Portfolios (Q2967981) (← links)
• OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE (Q3005842) (← links)
• OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS (Q3008482) (← links)
• Forward indifference valuation of American options (Q3145087) (← links)
• Stock Loans in Incomplete Markets (Q3176522) (← links)
• Perpetual American options in incomplete markets: the infinitely divisible case (Q3605221) (← links)
• Three Essays on Exponential Hedging with Variable Exit Times (Q4561930) (← links)
• IRREVERSIBLE INVESTMENTS AND AMBIGUITY AVERSION (Q4595297) (← links)
• LIQUIDATION OF AN INDIVISIBLE ASSET WITH INDEPENDENT INVESTMENT (Q4635036) (← links)
• PRIORITY OPTION: THE VALUE OF BEING A LEADER (Q4916241) (← links)
• THE VALUE OF BEING LUCKY: OPTION BACKDATING AND NONDIVERSIFIABLE RISK (Q5010076) (← links)
• Bond indifference prices (Q5014252) (← links)
• Valuing real options with endogenous payoff (Q5051984) (← links)
• Real options maximizing survival probability under incomplete markets (Q5212070) (← links)
• Portfolio selection with exploration of new investment assets (Q6168501) (← links)
• Optimal investment and consumption with forward preferences and uncertain parameters (Q6543812) (← links)