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The Impact of Ambiguity on the Optimal Exercise Timing of Integral Option Contracts. (2019). Christensen, Soren ; Luis , .
In: Papers.
RePEc:arx:papers:1906.07533.

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Cocites

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  1. A Class of Solvable Multidimensional Stopping Problems in the Presence of Knightian Uncertainty. (2019). Christensen, Soren ; Luis , .
    In: Papers.
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  2. The Impact of Ambiguity on the Optimal Exercise Timing of Integral Option Contracts. (2019). Christensen, Soren ; Luis , .
    In: Papers.
    RePEc:arx:papers:1906.07533.

    Full description at Econpapers || Download paper

  3. A Solvable Two-dimensional Optimal Stopping Problem in the Presence of Ambiguity. (2019). , Luis ; Luis , ; Christensen, Soren.
    In: Papers.
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  4. Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach. (2015). Tokpavi, Sessi ; Maillet, Bertrand ; Vaucher, Benoit .
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  12. What is the Chance that the Equity Premium Varies over Time? Evidence from Regressions on the Dividend-Price Ratio. (2011). Wachter, Jessica ; Warusawitharana, Missaka.
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  18. Dark Clouds or Silver Linings? Knightian Uncertainty and Climate Change. (2011). Glanemann, Nicole ; Funke, Michael ; Chen, Yu-Fu.
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