3

Perpetual American options in incomplete markets: the infinitely divisible case

Year:
2008
Language:
english
File:
PDF, 186 KB
english, 2008
4

On the Equivalence of Floating and Fixed-Strike Asian Options

Year:
2002
Language:
english
File:
PDF, 422 KB
english, 2002
5

Randomized strategies and prospect theory in a dynamic context

Year:
2017
Language:
english
File:
PDF, 361 KB
english, 2017
6

Horizon-unbiased utility functions

Year:
2007
Language:
english
File:
PDF, 360 KB
english, 2007
7

VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION

Year:
2002
Language:
english
File:
PDF, 1.19 MB
english, 2002
8

OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE

Year:
2008
Language:
english
File:
PDF, 408 KB
english, 2008
9

OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS

Year:
2011
Language:
english
File:
PDF, 177 KB
english, 2011
11

Prospect Theory, Liquidation, and the Disposition Effect

Year:
2012
Language:
english
File:
PDF, 495 KB
english, 2012
12

Passport options with stochastic volatility

Year:
2001
Language:
english
File:
PDF, 932 KB
english, 2001
14

Risk Aversion, Indivisible Timing Options, and Gambling

Year:
2013
Language:
english
File:
PDF, 289 KB
english, 2013
16

Real options with constant relative risk aversion

Year:
2002
Language:
english
File:
PDF, 236 KB
english, 2002
17

Local time, coupling and the passport option

Year:
2000
Language:
english
File:
PDF, 79 KB
english, 2000
18

Valuing the option to invest in an incomplete market

Year:
2007
Language:
english
File:
PDF, 419 KB
english, 2007
19

ANALYTICAL COMPARISONS OF OPTION PRICES IN STOCHASTIC VOLATILITY MODELS

Year:
2005
Language:
english
File:
PDF, 99 KB
english, 2005
20

OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS

Year:
2012
Language:
english
File:
PDF, 180 KB
english, 2012
30

Valuing the Option to Invest in an Incomplete Market

Year:
2006
Language:
english
File:
PDF, 316 KB
english, 2006
31

Randomized Strategies and Prospect Theory in a Dynamic Context

Year:
2014
Language:
english
File:
PDF, 499 KB
english, 2014
33

Matching the faces of robbers captured on video

Year:
2001
Language:
english
File:
PDF, 303 KB
english, 2001
35

Risk aversion and block exercise of executive stock options

Year:
2009
Language:
english
File:
PDF, 454 KB
english, 2009
39

P300 topography in Alzheimer's disease

Year:
1995
Language:
english
File:
PDF, 7.22 MB
english, 1995
45

Analysis of spontaneous language in the older normal population

Year:
1988
Language:
english
File:
PDF, 1024 KB
english, 1988