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B. Kamrad
Information about the author B. Kamrad will soon be added to the site.
Found
2 papers
in total
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Production, operating risk and market uncertainty: A valuation perspective on controlled policies
1998
This paper develops a contingent claims model of an optimally controlled production...
A binomial contingent claims model for valuing risky ventures
1991
Recently techniques of continuous time arbitrage and stochastic control theory have...
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