Risk vs. profit potential:
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Publication:1351920
DOI10.1016/0165-1889(95)00904-3zbMath0875.90045OpenAlexW2136767954MaRDI QIDQ1351920
Publication date: 27 February 1997
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1889(95)00904-3
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Cites Work
- The Pricing of Options and Corporate Liabilities
- The Russian option: Reduced regret
- Optimal principal agent contracts for a class of incentive schemes: A characterization and the rate of approach to efficiency
- Some solvable stochastic control problemst†
- Profit Maximization and the Market Selection Hypothesis
- On Stefan’s Problem and Optimal Stopping Rules for Markov Processes
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