Gibbet Hill Rd.
Coventry, West Midlands CV4 8UW
Walton Well Road
Oxford, Oxfordshire OX2 6ED
University of Warwick
University of Oxford - Oxford Man Institute
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Compensation, stock price manipulation, earnings management, ESO
Prospect theory, behavioral finance, disposition effect, liquidation, optimal stopping
stochastic volatility, pricing measure, market price of volatility risk, Heston model
Asian option, floating-strike Asian option, put call symmetry, change of numeraire, time reversal, Brownian motion
Real options, risk-aversion, non-traded assets, investment under uncertainty, incomplete markets
employee stock options, American options, utility indifference pricing, option portfolios, optimal exercise
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File name: MAFI.
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American options, utility indifference pricing, employee stock options
utility indifference pricing, reaction-diffusion PDE with quadratic gradients, splitting method, monotone scheme, shaking the coefficients technique, counterparty risk
Behavioral economics, prospect theory, probability weighting, randomized strategies
Real assets, Perpetual options, Optimal stopping, Incomplete markets, Portfolio choice, Real options, Portfolio constraints
executive stock options, employee stock options,executive compensation, option portfolios, risk aversion, exercise thresholds
File name: mafi.
American options, lookback options, Option backdating, executive stock options, utility indifference pricing
File name: mafi147.
File name: mafi.
File name: j-9965.
portfolio liquidation, utility maximization, calculus of variations, optimal strategy, price impact
Prospect theory, behavioral finance, disposition effect, investor trading behavior, probability weighting.
Asian options, Floating strike Asian options, Put call symmetry, Bounds, Change of numéraire
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