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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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The options edge : winning the volatility game with options on futures
Gallacher, William R. - 1998
Persistent link: https://www.econbiz.de/10000670962
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Game Russian options for double exponential jump diffusion processes
Suzuki, Atsuo; Sawaki, Katsushige - In: Journal of mathematical finance 4 (2014) 1, pp. 47-54
Persistent link: https://www.econbiz.de/10010422891
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The pricing of perpetual game put options and optimal boundaries
Suzuki, Atsuo; Sawaki, Katsushige - In: Recent advances in stochastic operations research : …, (pp. 175-187). 2007
Persistent link: https://www.econbiz.de/10003851638
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Can bailout improve the economic welfare? : a structural derivation of the option price
Ōtaki, Masayuki - In: Theoretical economics letters 3 (2013) 2, pp. 105-107
Persistent link: https://www.econbiz.de/10010239634
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Game call options revisited
Yam, Sheung Chi Phillip; Yung, S. P.; Zhou, Wei - In: Mathematical finance : an international journal of … 24 (2014) 1, pp. 173-206
Persistent link: https://www.econbiz.de/10010256173
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Reputation As an Option
Sawyer, Kim R. - 2018
than projects. Representing opinions as assets allows results from asset pricing theory to be invoked. We use the capital …
Persistent link: https://www.econbiz.de/10012921199
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Quick or persistent? : strategic investment demanding versatility
Steg, Jan-Henrik; Thijssen, Jacco J. J. - 2015
In this paper we analyse a dynamic model of investment under uncertainty in a duopoly, in which each firm has an option to switch from the present market to a new market. We construct a subgame perfect equilibrium in mixed strategies and show that both preemption and attrition can occur along...
Persistent link: https://www.econbiz.de/10011284232
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Option game with Poisson Jump Process in company radical technological innovation
Daming, You; Yang, Xiaohui; Wu, Desheng Dash; Guofan, Chen - In: Technological forecasting & social change : an … 81 (2014), pp. 341-350
Persistent link: https://www.econbiz.de/10010403078
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Mechanism of Instrumental Game Theory in the Legal Process via Stochastic Options Pricing Induction
Osei Bonsu, Kwadwo - 2020
Economic theory has provided an estimable intuition in understanding the perplexing ideologies in law, in the areas of …
Persistent link: https://www.econbiz.de/10012825614