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An experimental investigation of the option pricing approach
Abbink, Klaus - 1996
Persistent link: https://www.econbiz.de/10000986502
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Welfare measures when agents can learn : a unifying theory
Zhao, Jinhua; Kling, Catherine L. - In: The economic journal : the journal of the Royal … 119 (2009), pp. 1560-1585
Persistent link: https://www.econbiz.de/10003885371
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Rush, delay or money burning : informational biases in policy decisions
Gersbach, Hans - In: Economics of governance 1 (2000) 2, pp. 137-155
Persistent link: https://www.econbiz.de/10001502259
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Rush, delay and the money burning refinement in political signalling games
Gersbach, Hans - 1999
Persistent link: https://www.econbiz.de/10001369569
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A game theory analysis of options : contributions to the theory of financial intermediation in continuous time
Ziegler, Alexandre - 1998
Persistent link: https://www.econbiz.de/10000676454
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Optimal debt service : straight vs. convertible debt
Koziol, Christian - In: Schmalenbach business review : sbr 58 (2006) 2, pp. 124-151
Persistent link: https://www.econbiz.de/10003308774
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On the singularities of an impulsive differential game arising in mathematical finance
Bernhard, Pierre - In: International game theory review 8 (2006) 2, pp. 219-229
Persistent link: https://www.econbiz.de/10003347413
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Partial differential equations in economics and finance
Basov, Suran - 2007
Partial differential equations -- Elements of the theory of the Stochastic processes -- Partial differential equation … in the consumer theory -- Partial differential equations in the producer theory -- Partial differential equations and … pricing of the financial -- Derivatives -- A theory of boundedly rational behavior -- Partial differential equations in game …
Persistent link: https://www.econbiz.de/10003429606
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Illiquidity and derivative valuation
Horst, Ulrich; Naujokat, Felix - 2010
In illiquid markets, option traders may have an incentive to increase their portfolio value by using their impact on the dynamics of the underlying. We provide a mathematical framework within which to value derivatives under market impact in a multi-player framework by introducing strategic...
Persistent link: https://www.econbiz.de/10003952859
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Valuation of conservation and preservation properties
Winfree, Jason - 2003
Persistent link: https://www.econbiz.de/10003386140