Accounting for risk aversion in derivatives purchase timing (Q1938997)
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scientific article; zbMATH DE number 6139077
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Accounting for risk aversion in derivatives purchase timing |
scientific article; zbMATH DE number 6139077 |
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Accounting for risk aversion in derivatives purchase timing (English)
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26 February 2013
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sequential purchase timing
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indifference pricing
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risk aversion
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stochastic control with optimal stopping
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0.8305543661117554
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0.7488841414451599
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0.7468616962432861
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