Jonathan D. Evans

University of Bath

Claverton Down

Bath, BA2 7AY

United Kingdom

SCHOLARLY PAPERS

2

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142

CITATIONS
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Top 45,314

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3

Scholarly Papers (2)

1.

The Curious Incident of the Investment in the Market: Real Options and a Fair Gamble

AFA 2006 Boston Meetings Paper
Number of pages: 43 Posted: 24 Mar 2005
Jonathan D. Evans, Vicky Henderson and David G. Hobson
University of Bath, University of Warwick and University of Bath - School of Mathematical Sciences
Downloads 132 (172,018)
Citation 2

Abstract:

Real assets, Perpetual options, Optimal stopping, Incomplete markets, Portfolio choice, Real options, Portfolio constraints

2.

Optimal Timing for an Indivisible Asset Sale

Mathematical Finance, Vol. 18, Issue 4, pp. 545-567, October 2008
Number of pages: 23 Posted: 19 Sep 2008
Jonathan D. Evans, Vicky Henderson and David Hobson
University of Bath, University of Warwick and University of Warwick
Downloads 3 (525,161)
Citation 1

Abstract: