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Estimating residual hedging risk with least-squares Monte Carlo
Ankirchner, Stefan; Pigorsch, Christian; Schweizer, Nikolaus - In: International journal of theoretical and applied finance 17 (2014) 7, pp. 1-29
Persistent link: https://www.econbiz.de/10010498866
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Storage options valuation using multilevel trees and calendar spreads
Manoliu, Mihaela - In: International journal of theoretical and applied finance 7 (2004) 4, pp. 425-464
Persistent link: https://www.econbiz.de/10002108799
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Valuing callable and putable revenue-performance-linked project backed securities
Dong, Feng; Chiara, Nicola; Večeř, Jan - In: International journal of theoretical and applied finance 13 (2010) 5, pp. 751-765
Persistent link: https://www.econbiz.de/10008904334
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Priority option : the value of being a leader
Grasselli, M. R.; Leclère, Vincent; Ludkovski, M. - In: International journal of theoretical and applied finance 16 (2013) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10009725087
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Real options with priced regime-switching risk
Driffill, John; Kenç, Turalay; Sola, Martin - In: International journal of theoretical and applied finance 16 (2013) 5, pp. 1-30
Persistent link: https://www.econbiz.de/10009784006
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The limitations of no-arbitrage arguments for real options
Hubalek, Friedrich; Schachermayer, Walter - In: International journal of theoretical and applied finance 4 (2001) 2, pp. 361-373
Persistent link: https://www.econbiz.de/10001578753
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Real option signaling games of debt financing using equity guarantee swaps under asymmetric information
Wang, Qiuqi; Kwok, Yue-Kuen - In: International journal of theoretical and applied finance 23 (2020) 5, pp. 1-37
Persistent link: https://www.econbiz.de/10012496687
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Irreversible investments and ambiguity aversion
Cartea, Álvaro; Jaimungal, Sebastian - In: International journal of theoretical and applied finance 20 (2017) 7, pp. 1-26
Persistent link: https://www.econbiz.de/10011763919
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High uncertainty financing
Georgiopoulos, Nick - In: International journal of theoretical and applied finance 20 (2017) 7, pp. 1-24
Persistent link: https://www.econbiz.de/10011763937
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Robust mean-variance hedging and pricing of contingent claims in a one period model
Tevzadze, Revaz; Uzunashvili, T. - In: International journal of theoretical and applied finance 15 (2012) 3, pp. 1-9
Persistent link: https://www.econbiz.de/10009624486