Pages that link to "Item:Q2849841"
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The following pages link to Real options, ambiguity, risk and insurance (Q2849841):
Displaying 12 items.
- Real options illustrated (Q267723) (← links)
- Risk, uncertainty, and option exercise (Q631243) (← links)
- Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973) (← links)
- Optimal risk adoption: a real options approach (Q1422242) (← links)
- The optimal control problem with state constraints for fully coupled forward-backward stochastic systems with jumps (Q1722363) (← links)
- The optimal portfolio selection model under \(g\)-expectation (Q1724103) (← links)
- An optimal control problem of forward-backward stochastic Volterra integral equations with state constraints (Q1724115) (← links)
- Capacity investment choices under cost heterogeneity and output flexibility in oligopoly (Q2029937) (← links)
- New trends in financial engineering. Works under the auspices of the World Class University Program of Ajou University (Q2849819) (← links)
- Stochastic differential equations for random matrices processes in the nonlinear framework (Q4554814) (← links)
- Real Options and Risk Dynamics (Q4610751) (← links)
- (Q5297411) (← links)