Selling options
From MaRDI portal
Publication:2455665
DOI10.1016/j.jet.2006.08.005zbMath1281.91152MaRDI QIDQ2455665
Publication date: 26 October 2007
Published in: Journal of Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jet.2006.08.005
91G20: Derivative securities (option pricing, hedging, etc.)
91B26: Auctions, bargaining, bidding and selling, and other market models
Related Items
When (and how) to favor incumbents in optimal dynamic procurement auctions, Introduction to symposium on dynamic contracts and mechanism design, Optimal stopping with private information, Revenue management by sequential screening, Dynamic revenue maximization: a continuous time approach, Multidimensional auctions for long-term procurement contracts with early-exit options: the case of conservation contracts, Security bid auctions for agency contracts
Cites Work
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- The one-shot-deviation principle for sequential rationality
- Sequential Screening
- The Role of Information in U.S. Offshore Oil and Gas Lease Auction
- Envelope Theorems for Arbitrary Choice Sets
- Optimal Information Disclosure in Auctions and the Handicap Auction