4

Model uncertainty and the pricing of American options

Year:
2017
Language:
english
File:
PDF, 1.09 MB
english, 2017
5

Static-arbitrage upper bounds for the prices of basket options

Year:
2005
Language:
english
File:
PDF, 236 KB
english, 2005
6

Theory of Mind in Dreaming: Awareness of Feelings and Thoughts of Others in Dreams.

Year:
2005
Language:
english
File:
PDF, 325 KB
english, 2005
7

Optimal consumption and investment under transaction costs*

Year:
2018
Language:
english
File:
PDF, 638 KB
english, 2018
10

Robust price bounds for the forward starting straddle

Year:
2015
Language:
english
File:
PDF, 837 KB
english, 2015
11

Perpetual American options in incomplete markets: the infinitely divisible case

Year:
2008
Language:
english
File:
PDF, 186 KB
english, 2008
15

Randomized strategies and prospect theory in a dynamic context

Year:
2017
Language:
english
File:
PDF, 361 KB
english, 2017
17

Horizon-unbiased utility functions

Year:
2007
Language:
english
File:
PDF, 360 KB
english, 2007
18

Robust hedging of the lookback option

Year:
1998
Language:
english
File:
PDF, 172 KB
english, 1998
19

OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE

Year:
2008
Language:
english
File:
PDF, 408 KB
english, 2008
20

OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS

Year:
2011
Language:
english
File:
PDF, 177 KB
english, 2011
21

ROBUST BOUNDS FOR FORWARD START OPTIONS

Year:
2012
Language:
english
File:
PDF, 712 KB
english, 2012
23

Transactional and semantic Indeterminacy in statutory Modelling

Year:
1992
Language:
english
File:
PDF, 785 KB
english, 1992
24

Passport options with stochastic volatility

Year:
2001
Language:
english
File:
PDF, 932 KB
english, 2001
27

Risk Aversion, Indivisible Timing Options, and Gambling

Year:
2013
Language:
english
File:
PDF, 289 KB
english, 2013
28

Rules, cases and networks in a legal domain

Year:
1993
Language:
english
File:
PDF, 965 KB
english, 1993
29

GAMBLING IN CONTESTS WITH REGRET

Year:
2016
Language:
english
File:
PDF, 350 KB
english, 2016
30

Optimal Consumption and Sale Strategies for a Risk Averse Agent

Year:
2016
Language:
english
File:
PDF, 1.66 MB
english, 2016
33

A multi-asset investment and consumption problem with transaction costs

Year:
2019
Language:
english
File:
PDF, 1.44 MB
english, 2019
35

Dream content: Individual and generic aspects

Year:
2007
Language:
english
File:
PDF, 122 KB
english, 2007
36

Real options with constant relative risk aversion

Year:
2002
Language:
english
File:
PDF, 236 KB
english, 2002
38

Local martingales, bubbles and option prices

Year:
2005
Language:
english
File:
PDF, 180 KB
english, 2005
39

Local time, coupling and the passport option

Year:
2000
Language:
english
File:
PDF, 79 KB
english, 2000
40

Complete Models with Stochastic Volatility

Year:
1998
Language:
english
File:
PDF, 500 KB
english, 1998
41

Robust Hedging of Barrier Options

Year:
2001
Language:
english
File:
PDF, 384 KB
english, 2001
42

STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE q-OPTIMAL MEASURE

Year:
2004
Language:
english
File:
PDF, 162 KB
english, 2004
44

THE RANGE OF TRADED OPTION PRICES

Year:
2007
Language:
english
File:
PDF, 276 KB
english, 2007
45

OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS

Year:
2012
Language:
english
File:
PDF, 180 KB
english, 2012