Accelerated share repurchase : pricing and execution strategy
Olivier Guéant; Jiang Pu; Guillaume Royer
| Year of publication: |
2015
|
|---|---|
| Authors: | Guéant, Olivier ; Pu, Jiang ; Royer, Guillaume |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 18.2015, 3, p. 1-31
|
| Subject: | Optimal execution | ASR contracts | optimal stopping | stochastic optimal control | utility indifference pricing | Aktienrückkauf | Share repurchase | Suchtheorie | Search theory | Nutzen | Utility |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011403749