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浏览/检索结果: 共4条，第1-4条 帮助 已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Consumption Utility-based Indifference Pricing of European Options on Nontradable Underlying Assets 期刊论文 Journal of Hunan University. Natural Sciences, 2012, 卷号: Vol.39 No.12, 页码: 89-93 作者:  Yang Zhaojun;  Yi Hao;  Song Dandan;  Yang Jinqiang 收藏  |  浏览/下载：3/0  |  提交时间：2020/01/05 consumption utility-based indifference pricing  incomplete market  idiosyncratic risk  opti- mal control  control theory   Consumption Utility-Based Pricing and Timing of the Option to Invest with Partial Information 期刊论文 Computational Economics, 2012, 卷号: Vol.39 No.2, 页码: 195-217 作者:  Jinqiang Yang;  Zhaojun Yang 收藏  |  浏览/下载：11/0  |  提交时间：2020/01/05 Partial information  Consumption utility-based indifference pricing  Real options  Implied information value   The pricing and timing of the option to invest for cash flows with partial information 期刊论文 AFRICAN JOURNAL OF BUSINESS MANAGEMENT, 2011, 卷号: Vol.5 No.21, 页码: 8432-8445 作者:  Yang, JQ;  Yang, ZJ;  Song, DD 收藏  |  浏览/下载：3/0  |  提交时间：2020/01/05 Partial information  cash flows  consumption utility-based indifference pricing  real options  implied information value.   Real option consumption-utility based indifference pricing under stochastic volatility 会议论文 PROCEEDINGS OF THE 3RD INTERNATIONAL CONFERENCE ON RISK MANAGEMENT & GLOBAL E-BUSINESS, VOLS I AND II, 411-416, 2009 作者:  Shi, F;  Yang, JQ;  Ma, K 收藏  |  浏览/下载：2/0  |  提交时间：2020/01/13 stochastic volatility  consumption-utility based indifference pricing  investment threshold  implied option value