Rämistrasse 71
Zürich, CH-8006
Switzerland
Swiss Finance Institute
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
Asset risk-taking; compound options; executive compensation; financial crisis; managerial incentives; risk-shifting; write-downs
LIBOR market models, time-changed Lévy process, caps volatilities, swaption cube, unscented Kalman filter
Real Options; Incomplete Markets; Technology Adoption; Optimal Portfolio Choice; Hedging