Optimal Timing to Purchase Options
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Finance,Numerical Analysis
Link
http://epubs.siam.org/doi/pdf/10.1137/100809386
Reference23 articles.
1. Risk Management Using Quasi-static Hedging
2. Optimal risk adoption: a real options approach
3. Incompleteness of markets driven by a mixed diffusion
4. ALTERNATIVE CHARACTERIZATIONS OF AMERICAN PUT OPTIONS
5. What happens after a default: The conditional density approach
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