New formulations of ambiguous volatility with an application to optimal dynamic contracting (Q2067400)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New formulations of ambiguous volatility with an application to optimal dynamic contracting |
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New formulations of ambiguous volatility with an application to optimal dynamic contracting (English)
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18 January 2022
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ambiguity
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stochastic volatility
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moral hazard
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capital structure
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asset pricing
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