Real options, ambiguity, risk and insurance : world class university program in financial engineering, Ajou University, volume two /
| Other Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Amsterdam :
IOS Press,
[2013]
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| Series: | Studies in probability, optimization, and statistics ;
v. 5. |
| Subjects: |
Table of Contents:
- Real options.
- Optimal investment under liquidity constraints / Jean-Paul Décamps and Stéphane Villeneuve
- Investment in high-tech industries: an example from the LCD industry / Kuno J.M. Huisman, Peter M. Kort and Joseph E.J. Plasmans
- Game theoretic real opions and competition risk / Jacco J.J. Thijssen
- Real options and risk aversion / Julien Hugonnier and Erwan Morellec
- Real options with time and scale flexibility / Alain Bensoussan and Benoít Chevalier-Roignant
- Ambiguity
- Optimal stopping rule meets ambiguity / Zengjing Chen, Weidon Tian and Guoqing Zhao
- An overview on the principal-agent problems in continuous time / Shaolin Ji and Qingmeng Wei
- Nonlinear expectation theory and stochastic calculus under Knightian uncertainty / Shige Peng
- Risk and insurance
- Proportional mutual reinsurance optimization / John Liu, Michael Taksar and Jiguang Yuan
- Downside risk minimization: large deviation estimates for controlled semimartingales / Hideo Nagai
- On dynamic portfolio insurance techniques / Jun Sekine
- Credit risk models: a review / Cheonghee Ahn and Jaeyoung Sung.