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Solving incomplete markets models by derivative aggregation
Grasl, Tobias - 2013
Persistent link: https://www.econbiz.de/10009739531
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Numerical computation of equilibrium bid functions in a first-price auction with heterogeneous risk attitudes
VanBoening, Mark Virgil; Rassenti, Stephen J.; Smith, … - In: Experimental economics : a journal of the Economic … 1 (1998) 2, pp. 147-159
Persistent link: https://www.econbiz.de/10001447332
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Numerical computation of convex risk measures
Papayiannis, G. I.; Yannacopoulos, Athanasios N. - In: Advances of OR in commodities and financial modeling, (pp. 417-435). 2018
Persistent link: https://www.econbiz.de/10011871424
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Sustainability as Intergenerational Fairness : Efficiency, Uncertainty, and Numerical Methods
Woodward, Richard T. - 2010
This paper presents an economic model of sustainability defined as intergenerational fairness. Assuming that intergenerational fairness is an obligation of each generation, a recursive optimization problem is obtained. The problem has the advantage that uncertainty can readily be incorporated in...
Persistent link: https://www.econbiz.de/10014151374
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Mitigating risk incentives by issuing convertible bonds : a refinement to the Black-Scholes evaluation model
Miyake, Masatoshi; Yu, Mei; Inoue, Hiroshi - In: Journal of financial engineering 1 (2014) 3, pp. 1-17
Persistent link: https://www.econbiz.de/10010508012
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Le modèle de préservation de l'environnement de Arrow et Fisher : une approche en terme d'options réelles
Baudry, Marc - In: Annales d'économie et de statistique (2000), pp. 1-24
Persistent link: https://www.econbiz.de/10001534617
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Rupee-dollar option pricing and risk measurement : jump processes, changing volatility and kurtosis shifts
Varma, Jayanth Rama - In: Journal of foreign exchange and international finance : … 13 (1999) 1, pp. 11-33
Persistent link: https://www.econbiz.de/10001450020
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Quasi-option values : empirical measures
Basili, Marcello - 1999
Persistent link: https://www.econbiz.de/10001452056
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Investitionsneutrale Steuersysteme unter Unsicherheit : eine realoptionstheoretische Analyse
Niemann, Rainer - In: Zeitschrift für Wirtschafts- und Sozialwissenschaften … 119 (1999) 3, pp. 351-372
Persistent link: https://www.econbiz.de/10001453254
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Closed form integration of artificial neural networks with some applications
Gottschling, Andreas; Häfke, Christian; White, Halbert - 1999
Persistent link: https://www.econbiz.de/10001436387