A. Elizabeth Whalley

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Person:631240

Available identifiers

zbMath Open whalley.a-elizabethMaRDI QIDQ631240

List of research outcomes





PublicationDate of PublicationType
THE VALUE OF BEING LUCKY: OPTION BACKDATING AND NONDIVERSIFIABLE RISK2021-08-24Paper
Portfolios of American options under general preferences: results and counterexamples2014-08-11Paper
Optimal R\&D investment for a risk-averse entrepreneur2011-03-22Paper
https://portal.mardi4nfdi.de/entity/Q43894031999-11-08Paper
Optimal hedging of options with small but arbitrary transaction cost structure1999-06-03Paper
An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs1997-09-18Paper
https://portal.mardi4nfdi.de/entity/Q48872241996-08-01Paper
Path-dependent options and transaction costs1995-05-14Paper

Research outcomes over time

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