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pro vyhledávání: '"Sexton, Jenny"'
Autor:
Sexton, Jenny
We show that the value function of an optimal stopping game driven by a one-dimensional diffusion can be characterised using a modification of the Legendre transformation if and only if the optimal stopping game exhibits a Nash equilibrium (i.e. a sa
Externí odkaz:
http://arxiv.org/abs/1301.0028
Autor:
Sexton, Jenny
We show that the value function of an optimal stopping game driven by a one-dimensional diffusion can be characterised using a modification of the Legendre transformation if and only if the optimal stopping game exhibits a Nash equilibrium (i.e. a sa
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::68f86f6b83507b8e4db21da3eb8a1e37
Akademický článek
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Autor:
Sexton, Jenny, Freebairn, Catherine
Publikováno v:
Dissector; Mar2022, Vol. 49 Issue 4, p13-13, 1p
Autor:
Lonardo, Michael, Sweeny, Robert C. H.
Publikováno v:
Labour / Travail. Fall1998, Vol. 42, p345-370. 26p.
Publikováno v:
Journal of Economic Literature. Dec2012, Vol. 50 Issue 4, p1156-1265. 110p.
Autor:
Bondi, Alessandro1 (AUTHOR) alessandro.bondi@sns.it, Radojičić, Dragana2 (AUTHOR) dragana@fam.tuwien.ac.at, Rheinländer, Thorsten2 (AUTHOR)
Publikováno v:
Risks. Dec2020, Vol. 8 Issue 4, p108. 1p.
Autor:
Thorsten Rheinlander, Jenny Sexton
Valuation and hedging of financial derivatives are intrinsically linked concepts. Choosing appropriate hedging techniques depends on both the type of derivative and assumptions placed on the underlying stochastic process. This volume provides a syste