Risk vs. Profit-Potential; A Model for Corporate Strategy (1996)

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by Roy Radner
Venue:J. Econ. Dynam. Control
Citations:41 - 0 self

Active Bibliography

61 The Russian option: Reduced regret – A. N. Shiryaev, Shepp, A. N. Shiryaev - 1993
13 Inside Information And Stock Fluctuations – Xin Guo - 1999
688 Option pricing when underlying stock returns are discontinuous – Robert C. Merton - 1976
952 A closed-form solution for options with stochastic volatility with applications to bond and currency options – Steven L. Heston - 1993
715 Option Pricing: A Simplified Approach – John C. Cox, Stephen A. Ross, Mark Rubinstein - 1979
501 Empirical performance of alternative option pricing models – Gang Chen, Matthew C. Roberts, Brian Roe - 1997
773 AN EQUILIBRIUM CHARACTERIZATION OF THE TERM STRUCTURE – Oldrich Vasicek - 1977
724 The pricing of options on assets with stochastic volatilities – John Hull, Alan White - 1987
1496 Theory of the Firm: Managerial Behavior, Agency Costs and Ownership Structure – Michael C. Jensen, William H. Meckling - 1976