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Simulation-based Value-at-Risk for nonlinear portfolios
Chen, Junyao
;
Sit, Tony
;
Wong, Hoi Ying
- In:
Quantitative finance
19
(
2019
)
10
,
pp. 1639-1658
Persistent link: https://www.econbiz.de/10012194812
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Model-free analysis of real option exercise probability and timing
Kang, Sang Baum
;
Létourneau, Pascal
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1531-1544
Persistent link: https://www.econbiz.de/10014419176
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3
Deep learning-based least squares forward-backward stochastic differential equation solver for high-dimensional derivative pricing
Liang, Jian
;
Xu, Zhe
;
Li, Peter
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1309-1323
Persistent link: https://www.econbiz.de/10012608649
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4
Valuing real options with endogenous payoff
Choi, Kyoung Jin
;
Kwak, Minsuk
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2109-2123
Persistent link: https://www.econbiz.de/10013490929
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5
On the impact of feeding cost risk in aquaculture valuation and decision making
Ewald, Christian
;
Kamm, Kevin
- In:
Quantitative finance
24
(
2024
)
9
,
pp. 1341-1352
Persistent link: https://www.econbiz.de/10015196927
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Real options under a double exponential jump-diffusion model with regime switching and partial information
Luo, Pengfei
;
Xiong, Jie
;
Yang, Jinqiang
;
Yang, Zhaojun
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 1061-1073
Persistent link: https://www.econbiz.de/10012194743
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7
Real options maximizing survival probability under incomplete markets
Jiang, Jinglu
;
Mu, Congming
;
Peng, Juan
;
Yang, Jinqiang
- In:
Quantitative finance
19
(
2019
)
11
,
pp. 1921-1931
Persistent link: https://www.econbiz.de/10012195664
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8
Heterogeneous beliefs and optimal ownership in entrepreneurial financing decisions
Tavares-Gärtner, Miguel
;
Pereira, Paulo J.
;
Brandão, …
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1947-1958
Persistent link: https://www.econbiz.de/10012262888
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9
On an irreversible investment problem with two-factor uncertainty
Dammann, Felix
;
Ferrari, Giorgio
- In:
Quantitative finance
22
(
2022
)
5
,
pp. 907-921
Persistent link: https://www.econbiz.de/10013367870
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10
Earnings mean reversion and dynamic optimal capital structure
Agliardi, Elettra
;
Charalambides, Marios
;
Koussis, Nicos
- In:
Quantitative finance
24
(
2024
)
7
,
pp. 993-1015
Persistent link: https://www.econbiz.de/10015050809
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