Pricing early exercise contracts in incomplete markets (Q2386628)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing early exercise contracts in incomplete markets |
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Pricing early exercise contracts in incomplete markets (English)
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25 August 2005
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nontraded assets
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early exercise contracts
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utility maximization with discretionary stopping
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Hamilton-Jacobi-Bellman equations
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quasilinear variational inequalities
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nonlinear asset pricing
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