Pages that link to "Item:Q2875728"
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The following pages link to Portfolios of American options under general preferences: results and counterexamples (Q2875728):
Displaying 6 items.
- The shape of the value function under Poisson optimal stopping (Q1994915) (← links)
- Optimal exercise of American put options near maturity: a new economic perspective (Q2165385) (← links)
- Partial liquidation under reference-dependent preferences (Q2308175) (← links)
- Model-independent no-arbitrage conditions on American put options (Q2800003) (← links)
- Exponential Hedging with Optimal Stopping and Application to Employee Stock Option Valuation (Q3566970) (← links)
- THE VALUE OF BEING LUCKY: OPTION BACKDATING AND NONDIVERSIFIABLE RISK (Q5010076) (← links)