Gibbet Hill Rd.
Coventry, West Midlands CV4 8UW
University of Warwick - Warwick Business School
Tail risk; Jump ambiguity; Robust decisions; Portfolio selection
American arithmetic average option, Optimal exercise time, Arithmetic average, Geometric average, Dimension reduction
All content on this site: Copyright © 2023 Elsevier Inc., its licensors, and contributors. All rights are reserved, including those for text and data mining, AI training, and similar technologies. For all open access content, the Creative Commons licensing terms apply.
To learn more, visit
This page was processed by aws-apollo-l100 in 0.142 seconds