Matches in SemOpenAlex for { <https://semopenalex.org/work/W3035142430> ?p ?o ?g. }
Showing items 1 to 97 of
97
with 100 items per page.
- W3035142430 endingPage "1209" @default.
- W3035142430 startingPage "1193" @default.
- W3035142430 abstract "An investor may invest in a riskless bank account and in a stock that is a standard Black–Scholes asset with occasional Gaussian jumps of the log price, as proposed by Merton [Merton RC ( 1976 ) Option pricing when underlying stock returns are discontinuous. J. Financial Econom. 3(1):125–144.]. It is well known how to solve the standard running consumption problem for this investor, which we take as a benchmark for comparing the performance of two different insiders, one who knows in advance of each jump exactly when the jump will happen, and the other who has information in advance of each jump about the size of the jump but no information about the time. These considerations give rise to two novel and concrete stochastic control problems. For each problem, rigorous verification proofs for optimality are presented." @default.
- W3035142430 created "2020-06-19" @default.
- W3035142430 creator A5035581296 @default.
- W3035142430 creator A5088016319 @default.
- W3035142430 date "2020-11-01" @default.
- W3035142430 modified "2023-09-26" @default.
- W3035142430 title "The Value of Insight" @default.
- W3035142430 cites W1600335689 @default.
- W3035142430 cites W177735379 @default.
- W3035142430 cites W1983491159 @default.
- W3035142430 cites W2037204690 @default.
- W3035142430 cites W2041554824 @default.
- W3035142430 cites W2066454752 @default.
- W3035142430 cites W2151065060 @default.
- W3035142430 cites W2211713772 @default.
- W3035142430 cites W2320684320 @default.
- W3035142430 cites W2769984651 @default.
- W3035142430 cites W3097982674 @default.
- W3035142430 cites W3100740299 @default.
- W3035142430 cites W3124979696 @default.
- W3035142430 cites W4240445410 @default.
- W3035142430 cites W4254294609 @default.
- W3035142430 cites W80687343 @default.
- W3035142430 cites W983641402 @default.
- W3035142430 doi "https://doi.org/10.1287/moor.2019.1028" @default.
- W3035142430 hasPublicationYear "2020" @default.
- W3035142430 type Work @default.
- W3035142430 sameAs 3035142430 @default.
- W3035142430 citedByCount "2" @default.
- W3035142430 countsByYear W30351424302021 @default.
- W3035142430 countsByYear W30351424302022 @default.
- W3035142430 crossrefType "journal-article" @default.
- W3035142430 hasAuthorship W3035142430A5035581296 @default.
- W3035142430 hasAuthorship W3035142430A5088016319 @default.
- W3035142430 hasConcept C105795698 @default.
- W3035142430 hasConcept C108710211 @default.
- W3035142430 hasConcept C121332964 @default.
- W3035142430 hasConcept C126255220 @default.
- W3035142430 hasConcept C127413603 @default.
- W3035142430 hasConcept C13280743 @default.
- W3035142430 hasConcept C144237770 @default.
- W3035142430 hasConcept C149782125 @default.
- W3035142430 hasConcept C162324750 @default.
- W3035142430 hasConcept C163716315 @default.
- W3035142430 hasConcept C170131372 @default.
- W3035142430 hasConcept C185798385 @default.
- W3035142430 hasConcept C204036174 @default.
- W3035142430 hasConcept C205649164 @default.
- W3035142430 hasConcept C2524010 @default.
- W3035142430 hasConcept C2776291640 @default.
- W3035142430 hasConcept C2780695682 @default.
- W3035142430 hasConcept C33923547 @default.
- W3035142430 hasConcept C62520636 @default.
- W3035142430 hasConcept C78519656 @default.
- W3035142430 hasConcept C91575142 @default.
- W3035142430 hasConceptScore W3035142430C105795698 @default.
- W3035142430 hasConceptScore W3035142430C108710211 @default.
- W3035142430 hasConceptScore W3035142430C121332964 @default.
- W3035142430 hasConceptScore W3035142430C126255220 @default.
- W3035142430 hasConceptScore W3035142430C127413603 @default.
- W3035142430 hasConceptScore W3035142430C13280743 @default.
- W3035142430 hasConceptScore W3035142430C144237770 @default.
- W3035142430 hasConceptScore W3035142430C149782125 @default.
- W3035142430 hasConceptScore W3035142430C162324750 @default.
- W3035142430 hasConceptScore W3035142430C163716315 @default.
- W3035142430 hasConceptScore W3035142430C170131372 @default.
- W3035142430 hasConceptScore W3035142430C185798385 @default.
- W3035142430 hasConceptScore W3035142430C204036174 @default.
- W3035142430 hasConceptScore W3035142430C205649164 @default.
- W3035142430 hasConceptScore W3035142430C2524010 @default.
- W3035142430 hasConceptScore W3035142430C2776291640 @default.
- W3035142430 hasConceptScore W3035142430C2780695682 @default.
- W3035142430 hasConceptScore W3035142430C33923547 @default.
- W3035142430 hasConceptScore W3035142430C62520636 @default.
- W3035142430 hasConceptScore W3035142430C78519656 @default.
- W3035142430 hasConceptScore W3035142430C91575142 @default.
- W3035142430 hasIssue "4" @default.
- W3035142430 hasLocation W30351424301 @default.
- W3035142430 hasOpenAccess W3035142430 @default.
- W3035142430 hasPrimaryLocation W30351424301 @default.
- W3035142430 hasRelatedWork W1603480354 @default.
- W3035142430 hasRelatedWork W1967244968 @default.
- W3035142430 hasRelatedWork W1987272770 @default.
- W3035142430 hasRelatedWork W2025910816 @default.
- W3035142430 hasRelatedWork W2099755855 @default.
- W3035142430 hasRelatedWork W2321824256 @default.
- W3035142430 hasRelatedWork W2333819912 @default.
- W3035142430 hasRelatedWork W2947186315 @default.
- W3035142430 hasRelatedWork W3040226941 @default.
- W3035142430 hasRelatedWork W3122672922 @default.
- W3035142430 hasVolume "45" @default.
- W3035142430 isParatext "false" @default.
- W3035142430 isRetracted "false" @default.
- W3035142430 magId "3035142430" @default.
- W3035142430 workType "article" @default.