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Utility-based pricing, timing and hedging of an American call option under an incomplete market with partial information
Song, Dandan; Yang, Zhaojun - In: Computational economics 44 (2014) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10010396234
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Consumption utility-based pricing and timing of the option to invest with partial information
Yang, Jinqiang; Yang, Zhaojun - In: Computational economics 39 (2012) 2, pp. 195-217
Persistent link: https://www.econbiz.de/10009513169
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High-water marks and hedge fund management contracts with partial information
Song, Dandan; Yang, Jinqiang; Yang, Zhaojun - In: Computational economics 42 (2013) 3, pp. 327-350
Persistent link: https://www.econbiz.de/10010189024
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High-Water Marks and Hedge Fund Management Contracts with Partial Information
Song, Dandan; Yang, Jinqiang; Yang, Zhaojun - In: Computational economics 42 (2013) 3, pp. 327-350
Persistent link: https://www.econbiz.de/10010175549
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Consumption Utility-Based Pricing and Timing of the Option to Invest with Partial Information
Yang, Jinqiang; Yang, Zhaojun - In: Computational economics 39 (2012) 2, pp. 195-218
Persistent link: https://www.econbiz.de/10009825123
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An Algorithm for the pricing and timing of the option to make a two-stage investment with credit guarantees
Dong, Linjia; Yang, Zhaojun - In: Computational economics 60 (2022) 3, pp. 1175-1196
Persistent link: https://www.econbiz.de/10013380893
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A numerical method for solving stochastic optimal control problems with linear control
Chavanasporn, Walailuck; Ewald, Christian-Oliver - In: Computational economics 39 (2012) 4, pp. 429-446
Persistent link: https://www.econbiz.de/10009540913
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A Numerical Method for Solving Stochastic Optimal Control Problems with Linear Control
Chavanasporn, Walailuck; Ewald, Christian-Oliver - In: Computational economics 39 (2012) 4, pp. 429-447
Persistent link: https://www.econbiz.de/10009841941