The following pages link to Optimal stopping made easy (Q878006):
Displaying 12 items.
- Investment timing in presence of downside risk: a certainty equivalent characterization (Q666451) (← links)
- A binomial contingent claims model for valuing risky ventures (Q803013) (← links)
- Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk (Q1006557) (← links)
- Optimal payout policy in presence of downside risk (Q1014300) (← links)
- A continuous-time search model with job switch and jumps (Q1040683) (← links)
- Smoothing sudden stops (Q1763200) (← links)
- The optimal stopping problem revisited (Q2066489) (← links)
- Optimal stopping problems in Lévy models with random observations (Q2334743) (← links)
- Discrete time modeling of mean-reverting stochastic processes for real option valuation (Q2384621) (← links)
- The simple analytics of sudden stops (Q2416011) (← links)
- Real options: a framework of optimal switching (Q2928742) (← links)
- Real Options in Leasing: The Effect of Idle Time (Q3635028) (← links)