Pages that link to "Item:Q1938997"
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The following pages link to Accounting for risk aversion in derivatives purchase timing (Q1938997):
Displayed 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)