Journal Article |
File Downloads |
Abstract Views |
Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
A Comparative Analysis of the Value of Information in a Continuous Time Market Model with Partial Information: The Cases of Log-Utility and CRRA |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
An Algorithm for the Pricing and Timing of the Option to make a Two-Stage Investment with Credit Guarantees |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
Approximate pricing of American exchange options with jumps |
0 |
0 |
2 |
6 |
0 |
0 |
2 |
13 |
Arbitrage-free interval and dynamic hedging in an illiquid market |
0 |
0 |
0 |
9 |
0 |
1 |
1 |
39 |
Assessment of mutual fund performance based on Ensemble Empirical Mode Decomposition |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
19 |
Consumption Utility-Based Pricing and Timing of the Option to Invest with Partial Information |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
82 |
Contingent Capital, Real Options, and Agency Costs |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
22 |
Contingent capital with repeated interconversion between debt‐ and equity‐like instruments |
0 |
0 |
0 |
3 |
1 |
1 |
2 |
26 |
Contingent capital, capital structure and investment |
0 |
0 |
0 |
22 |
0 |
0 |
2 |
136 |
Entrepreneurial finance with equity-for-guarantee swap and idiosyncratic risk |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
41 |
GROWTH OPTION AND DEBT MATURITY WITH EQUITY DEFAULT SWAPS IN A REGIME-SWITCHING FRAMEWORK |
0 |
0 |
1 |
6 |
0 |
0 |
2 |
25 |
Growth option, contingent capital and agency conflicts |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
33 |
High-Water Marks and Hedge Fund Management Contracts with Partial Information |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
43 |
IMPLIED VOLATILITY FROM ASIAN OPTIONS VIA MONTE CARLO METHODS |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
14 |
Investment and asset securitization with an option‐for‐guarantee swap |
0 |
0 |
0 |
3 |
2 |
2 |
2 |
10 |
Investment and financing analysis for a venture capital alternative |
1 |
1 |
2 |
3 |
3 |
4 |
8 |
10 |
Investment and financing for SMEs with a partial guarantee and jump risk |
0 |
1 |
2 |
18 |
1 |
2 |
5 |
95 |
Investment and financing for cash flow discounted with group diversity |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
5 |
Investment timing and capital structure with loan guarantees |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
47 |
Investment, agency conflicts, debt maturity, and loan guarantees by negotiation |
0 |
0 |
0 |
6 |
1 |
1 |
3 |
54 |
Irreversible investment, ambiguity and equity default swaps |
0 |
0 |
1 |
5 |
0 |
0 |
1 |
27 |
Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk |
0 |
0 |
0 |
7 |
1 |
1 |
1 |
57 |
Machine learning solutions to challenges in finance: An application to the pricing of financial products |
0 |
1 |
1 |
23 |
1 |
3 |
9 |
85 |
OPTIMAL TRADING STRATEGY WITH PARTIAL INFORMATION AND THE VALUE OF INFORMATION: THE SIMPLIFIED AND GENERALIZED MODELS |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
On the non-equilibrium density of geometric mean reversion |
0 |
0 |
0 |
22 |
0 |
1 |
1 |
86 |
Optimal capital structure with an equity-for-guarantee swap |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
64 |
Pricing and hedging of Asian options: quasi-explicit solutions via Malliavin calculus |
0 |
0 |
0 |
5 |
0 |
0 |
2 |
21 |
Pricing contingent convertibles with idiosyncratic risk |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
3 |
Real option duopolies with quasi-hyperbolic discounting |
0 |
0 |
1 |
6 |
0 |
0 |
1 |
21 |
Real option, debt maturity and equity default swaps under negotiation |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
35 |
Real options and contingent convertibles with regime switching |
0 |
0 |
1 |
13 |
1 |
2 |
3 |
69 |
Real options under a double exponential jump-diffusion model with regime switching and partial information |
0 |
0 |
0 |
5 |
0 |
1 |
5 |
26 |
Security token offerings versus loan guarantees for risk-averse entrepreneurs under asymmetric information |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
The Pricing of Two Newly Invented Swaps in a Jump-Diffusion Model |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
60 |
The discounted penalty function with multi-layer dividend strategy in the phase-type risk model |
0 |
0 |
0 |
6 |
0 |
1 |
1 |
32 |
The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
The maximum surplus before ruin for dependent risk models through Farlie–Gumbel–Morgenstern copula |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
The timing of debt renegotiation and its implications for irreversible investment and capital structure |
1 |
1 |
5 |
10 |
2 |
2 |
10 |
18 |
Two new equity default swaps with idiosyncratic risk |
0 |
0 |
0 |
2 |
1 |
1 |
1 |
39 |
Two-stage investment, loan guarantees and share buybacks |
1 |
1 |
2 |
2 |
1 |
2 |
6 |
6 |
Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
29 |
Utility-Based Pricing, Timing and Hedging of an American Call Option Under an Incomplete Market with Partial Information |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
33 |
Valuation and analysis of contingent convertible securities with jump risk |
0 |
0 |
1 |
4 |
1 |
1 |
3 |
40 |
Total Journal Articles |
3 |
5 |
19 |
265 |
19 |
31 |
86 |
1,479 |