Risk Aversion, Indivisible Timing Options, and Gambling
Year of publication: |
2013
|
---|---|
Authors: | Henderson, Vicky ; Hobson, David |
Published in: |
Operations research : the journal of the Operations Research Society of America. - Linthicum, Md : INFORMS, ISSN 0030-364X, ZDB-ID 1233890. - Vol. 61.2013, 1, p. 126-137
|
Saved in:
Saved in favorites
Similar items by person
-
Horizon-unbiased utility functions
Henderson, Vicky, (2007)
-
Coupling and Option Price Comparisons in a Jump-Diffusion model
Henderson, Vicky, (2002)
-
Perpetual American options in incomplete markets: the infinitely divisible case
Henderson, Vicky, (2008)
- More ...