Super contact and related optimality conditions
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Publication:1177286
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Cites work
- scientific article; zbMATH DE number 4078444 (Why is no real title available?)
- scientific article; zbMATH DE number 6137478 (Why is no real title available?)
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Cited in
(49)- Optimal fees for geometric mean market makers
- Pricing a European Basket Option in the Presence of Proportional Transaction Costs
- Closed-form solutions to stochastic process switching problems
- Optimal learning before choice
- Optimal investment with lumpy costs
- Optimal maintenance and scrapping versus the value of back ups
- Irreversible investment with regime shifts
- Maximizing the utility of consumption with commutable life annuities
- Strategic real options
- Scale effects in dynamic contracting
- The role of spatial scale in the timing of uncertain environmental policy
- Optimal dividend-distribution strategy under ambiguity aversion
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- Non-cooperative investment in partnerships and their termination
- Smooth pasting as rate of return equalization
- Optimal partially reversible investment
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- Optimal Asset Allocation for Passive Investing with Capital Loss Harvesting
- Optimal financing and dividend strategies with time inconsistency in a regime switching economy
- Reversible stopping (``switching) implies super contact
- Annuitization and asset allocation under exponential utility
- Optimal risk and liquidity management with costly refinancing opportunities
- Common value experimentation
- The effect of uncertainty on investment timing in a real options model
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- Optimal Dividend Distribution Under Drawdown and Ratcheting Constraints on Dividend Rates
- Optimization ofN-risky asset portfolios with stochastic variance and transaction costs
- Optimization of risk policy and dividends with fixed transaction costs under interest rate
- Human capital and portfolio choice: borrowing constraint and reversible retirement
- Firm behaviour under the threat of liquidation
- Optimal dynamic contracts with moral hazard and costly monitoring
- Transaction costs, trading volume, and the liquidity premium
- Taxation, agency conflicts, and the choice between callable and convertible debt
- Long horizons, high risk aversion, and endogenous spreads
- Exit options and dividend policy under liquidity constraints
- Dynamic corporate investment and liquidity management under model uncertainty
- Market frictions and corporate finance: an overview paper
- Optimal delta-hedging under transactions costs
- Robust dynamic trading with realization utility
- Kalman filter approach to real options with active learning
- The effect of mean reversion on entry and exit decisions under uncertainty
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