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

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by Roy Radner
Venue:J. Econ. Dynam. Control
Citations:27 - 0 self

Active Bibliography

8 Inside Information And Stock Fluctuations – Xin Guo - 1999
36 The Russian Option: Reduced Regret – Larry Shepp, A.N. Shiryaev - 1993
A Method For Computing Double Band Policies For Switching Between Two Diffusions – Florin Avram, Fikri Karaesmen, Fikri Karaesmen - 1996
List of papers................................................................................................................................... vii – Goran Peskir, Karl Pedersen
whose price is driven by – Robert C. Dalang, M. -o. Hongler, Ecole Polytechnique, Fédérale Lausanne
Performativity in Financial Economics – Donald Mackenzie
507 Option pricing when underlying stock returns are discontinuous – Robert C. Merton - 1976
1 Investment hysteresis under stochastic interest rates – José Carlos Dias, Mark B. Shackleton - 2005
32 Continuous-time methods in finance: A review and an assessment – Suresh M. Sundaresan - 2000
41 Russian and American put options under exponential phase-type Lévy models – Søren Asmussen, Florin Avram, Martijn R. Pistorius - 2002
Curve Crossing for the Reflected Process – Ron Doney, Ross Maller, Ron Doney, Ross Maller - 2005
Curve Crossing for the Reflected Lévy Process at Zero and Infinity – Mladen Savov, Mladen Savov - 2008
Dedicated to Professor A.N. Shiryaev for his 70 th birthday – Marc Yor - 2004
4 Maximum process problems in optimal control theory – Goran Peskir - 2001
6 A Dual Russian Option for Selling Short – Shepp Shiryaev, A. N. Shiryaev - 1993
3 Three-Dimensional Brownian Motion and the Golden Ratio Rule – K. Glover, H. Hulley, G. Peskir
A Model for Stock Price Fluctuations Based on Information – unknown authors
Applied Stochastic Processes, 2003, 554, Rm 552, Mon 6:20-9PM – Lawrence Shepp Rm
A Stochastic Control Problem for a Firm With Internal Competition and Debt – Xin Guo - 2001