A. Elizabeth Whalley

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The value of being lucky: option backdating and nondiversifiable risk International Journal of Theoretical and Applied Finance	2021-08-24	Paper
Portfolios of American options under general preferences: results and counterexamples Mathematical Finance	2014-08-11	Paper
Optimal R\&D investment for a risk-averse entrepreneur Journal of Economic Dynamics and Control	2011-03-22	Paper
scientific article; zbMATH DE number 1153808 (Why is no real title available?)	1999-11-08	Paper
Optimal hedging of options with small but arbitrary transaction cost structure European Journal of Applied Mathematics	1999-06-03	Paper
An Asymptotic Analysis of an Optimal Hedging Model for Option Pricing with Transaction Costs Mathematical Finance	1997-09-18	Paper
scientific article; zbMATH DE number 912565 (Why is no real title available?)	1996-08-01	Paper
Path-dependent options and transaction costs Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences	1995-05-14	Paper

Research outcomes over time

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