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American options and callable bonds under stochastic interest rates and endogenous bankruptcy

Nunes, Joaõ Pedro Vidal - In: Review of derivatives research 14 (2011) 3, pp. 283-332

Persistent link: https://www.econbiz.de/10009349987

Apply deep reinforcement learning with quantum computing on the pricing of American options

Yang, Junzheng - In: Internet finance and digital economy : advances in …, (pp. 675-694). 2024

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Firm exit during the COVID-19 pandemic : evidence from Japan

Miyakawa, Daisuke; Oikawa, Koki; Ueda, Kozo - 2020

Persistent link: https://www.econbiz.de/10014371948

Pricings and hedgings of the perpetual Russian options

Li, Weiping; Chen, Su - In: Journal of financial engineering 1 (2014) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10010508090

Franchise contracting : the effects of the entrepreneur's timing option and debt financing

Babich, Volodymyr; Tang, Christopher S. - In: Production and operations management : an international … 25 (2016) 4, pp. 662-683

Persistent link: https://www.econbiz.de/10011484023

The early exercise premium in American options by using nonparametric regressions

Li, Weiping; Chen, Su - In: International journal of theoretical and applied finance 21 (2018) 7, pp. 1-29

Persistent link: https://www.econbiz.de/10011956935

Iterated full information secretary problem

Kuchta, Małgorzata - In: Mathematical methods of operations research 86 (2017) 2, pp. 277-292

Persistent link: https://www.econbiz.de/10011780969

When and why hyperinflating monetary authorities abandon a currency

Miller, Stephen Matteo - In: Economics letters 141 (2016), pp. 11-14

Persistent link: https://www.econbiz.de/10011616048

Randomized stopping times and early exercise for American derivatives in dry markets

Matos, João Amaro de; Lacerda, Ana - In: Journal of mathematical finance 6 (2016) 5, pp. 842-865

Persistent link: https://www.econbiz.de/10011657696

Optimal stopping time, consumption, labour, and portfolio decision for a pension scheme

Menoncin, Francesco; Vergalli, Sergio - 2019

In this work we solve in a closed form the problem of an agent who wants to optimise the inter-temporal utility of both his consumption and leisure by choosing: (i) the optimal inter-temporal consumption, (ii) the optimal inter-temporal labour supply, (iii) the optimal share of wealth to invest...

Persistent link: https://www.econbiz.de/10012006564