The following pages link to (Q4810080):
Displaying 8 items.
- Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk (Q1006557) (← links)
- Testing the martingale restriction for option implied densities (Q1025613) (← links)
- Real options with a double continuation region (Q2873019) (← links)
- Using the minimal entropy martingale measure to valuate real options in multinomial lattices (Q2906072) (← links)
- Real options and variational inequalities (Q2928741) (← links)
- A variation of the Azéma martingale and drawdown options (Q5204852) (← links)
- (Q5297411) (← links)
- Valuation of a financial claim contingent on the outcome of a quantum measurement (Q6572810) (← links)
