Canterbury, Kent CT2 7FS
University of Kent - Kent Business School
in Total Papers Citations
Portfolio choice, State-dependent drift, Transaction costs, Numerical methods, Dynamic programming
Machine learning; Finance applications; Asian options; Model-free asset pricing; Financial technology.
Guarantee level, Investment and financing, Real options, Double exponential jump-diffusion process
Partial information, Hedging, Real options, Precautionary savings, Information value, Non-linear PDEs
Borrowing Constraints, Equity-for-Guarantee Swap, Capital Structure, Cash-out Option
Real options, Alternative CDS, Asymmetric information, Bayesian learning, Signaling game.
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