Irreversible Decisions under Uncertainty - Studies in Economic Theory
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Published By Springer Berlin Heidelberg

9783540737452

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American options with finite time horizon

Irreversible Decisions under Uncertainty - Studies in Economic Theory ◽

10.1007/978-3-540-73746-9_13 ◽

2007 ◽

pp. 253-261

Keyword(s):

Finite Time ◽

Time Horizon ◽

American Options ◽

Finite Time Horizon

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Optimal stopping for general random walks

Irreversible Decisions under Uncertainty - Studies in Economic Theory ◽

10.1007/978-3-540-73746-9_9 ◽

2007 ◽

pp. 133-166

Keyword(s):

Random Walks ◽

Optimal Stopping

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Basic options in the model (7.5)

Irreversible Decisions under Uncertainty - Studies in Economic Theory ◽

10.1007/978-3-540-73746-9_8 ◽

2007 ◽

pp. 117-132

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Risk-neutral pricing. Finite time horizon case

Irreversible Decisions under Uncertainty - Studies in Economic Theory ◽

10.1007/978-3-540-73746-9_3 ◽

2007 ◽

pp. 35-47

Keyword(s):

Finite Time ◽

Time Horizon ◽

Risk Neutral ◽

Finite Time Horizon ◽

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Random walks on ℤ

Irreversible Decisions under Uncertainty - Studies in Economic Theory ◽

10.1007/978-3-540-73746-9_4 ◽

2007 ◽

pp. 51-58

Keyword(s):

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Perpetual American and real options under Ornstein-Uhlenbeck processes

Irreversible Decisions under Uncertainty - Studies in Economic Theory ◽

10.1007/978-3-540-73746-9_14 ◽

2007 ◽

pp. 263-277

Keyword(s):

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Embedded options

Irreversible Decisions under Uncertainty - Studies in Economic Theory ◽

10.1007/978-3-540-73746-9_12 ◽

2007 ◽

pp. 225-249

Keyword(s):

Embedded Options

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General random walks on ℤ: Option pricing

Irreversible Decisions under Uncertainty - Studies in Economic Theory ◽

10.1007/978-3-540-73746-9_6 ◽

2007 ◽

pp. 79-104

Keyword(s):

Option Pricing ◽

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Real options and American options

Irreversible Decisions under Uncertainty - Studies in Economic Theory ◽

10.1007/978-3-540-73746-9_2 ◽

2007 ◽

pp. 17-34

Keyword(s):

Real Options ◽

American Options

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Introduction

Irreversible Decisions under Uncertainty - Studies in Economic Theory ◽

10.1007/978-3-540-73746-9_1 ◽

2007 ◽

pp. 3-16

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