Narrow search
Showing 1 - 10 of 12,743
Cover Image
The options edge : winning the volatility game with options on futures
Gallacher, William R. - 1998
Persistent link: https://www.econbiz.de/10000670962
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Valuation of conservation and preservation properties
Winfree, Jason - 2003
Persistent link: https://www.econbiz.de/10003386140
Cover Image
Strategic pricing of financial options
Bieta, Volker; Broll, Udo; Milde, Hellmuth; Siebel, Wilfried - 2009
need an approach explaining interdependent actions. Game theory is in a position to offer proper olutions. This paper … price are endogenously determined. -- Game theory ; Nash equilibrium ; option pricing ; real option …
Persistent link: https://www.econbiz.de/10003941168
Cover Image
Option pricing for large agents
Jonsson, Mattias; Keppo, Jussi - In: Applied mathematical finance 9 (2002) 4, pp. 261-272
Persistent link: https://www.econbiz.de/10001728732
Cover Image
The strategic exercise of options : development cascades and overbuilding in real estate markets
Grenadier, Steven R. - In: The journal of finance : the journal of the American … 51 (1996) 5, pp. 1653-1679
Persistent link: https://www.econbiz.de/10001211776