EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"actif non-marchand"
Narrow search

Narrow search

Year of publication
Subject
All
American options 1 Options américaines 1 actif non-marchand 1 aversion au risque 1 certainty-equivalent 1 contraintes de portefeuille 1 executive compensation options 1 liquidity 1 liquidité 1 non-traded asset 1 optimal exercise time 1 options de compensation de dirigeants 1 portfolio constraints 1 private valuation 1 risk aversion 1 temps d'exercice optimal 1 valeur privée 1 équivalent certain 1
more ... less ...
Online availability
All
Free 1
Type of publication
All
Book / Working Paper 1
Language
All
English 1
Author
All
Detemple, Jérôme B. 1 Sundaresan, Suresh 1
Institution
All
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1
Published in...
All
CIRANO Working Papers 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
Non-Traded Asset Valuation with Portfolio Constraints: A Binomial Approach
Detemple, Jérôme B.; Sundaresan, Suresh - Centre Interuniversitaire de Recherche en Analyse des … - 1999
We provide a simple binomial framework to value American-style derivatives subject to trading restrictions. The optimal investment of liquid wealth is solved simultaneously with the early exercise decision of the non-traded derivative. No-short-sales constraints on the underlying asset manifest...
Persistent link: https://www.econbiz.de/10005100781
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...