Pages that link to "Item:Q3169030"
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The following pages link to Comment on “Investment Timing Under Incomplete Information” (Q3169030):
Displayed 17 items.
- Consumption utility-based pricing and timing of the option to invest with partial information (Q431904) (← links)
- Optimal surrender strategies for equity-indexed annuity investors with partial information (Q449377) (← links)
- Optimal selling of an asset under incomplete information (Q655226) (← links)
- The disorder problem for diffusion processes with the \(\epsilon \)-linear and expected total miss criteria (Q2170226) (← links)
- Optimal dividends with partial information and stopping of a degenerate reflecting diffusion (Q2282963) (← links)
- Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk (Q2444679) (← links)
- Optimal entry decision of unemployment insurance under partial information (Q2700073) (← links)
- Momentum liquidation under partial information (Q3188565) (← links)
- Investment Timing with Incomplete Information and Multiple Means of Learning (Q3453345) (← links)
- Optimal Selling of an Asset with Jumps Under Incomplete Information (Q4585004) (← links)
- Multi-dimensional sequential testing and detection (Q5094575) (← links)
- Executive Stock Option Exercise with Full and Partial Information on a Drift Change Point (Q5144184) (← links)
- Real options under a double exponential jump-diffusion model with regime switching and partial information (Q5234331) (← links)
- AMERICAN OPTIONS AND INCOMPLETE INFORMATION (Q5242957) (← links)
- Optimal Closing of a Momentum Trade (Q5299563) (← links)
- Finite horizon sequential detection with exponential penalty for the delay (Q6108981) (← links)
- Optimal execution with multiplicative price impact and incomplete information on the return (Q6111009) (← links)