Risk, Uncertainty, and Option Exercise

127 citations recorded by the source corpus.

How researchers see this paper

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Optimal Stopping With Multiple Priors (2009, background): “Nishimura and Ozaki (2007) solve the optimal stopping problem for an American Option when the drift term is unknown.”
Ambiguity in asset pricing and portfolio choice: a review of the literature (2010, unknown): “Other examples in no order whatsoever are Boyarchenko (2009) on credit risk; Liu et al. (2005), Miao and Wang (2011), on option pricing; Gagliardini et al. (2009), Ulrich (2012), on the pricing of fixed income securities; Ilut (2012) on exchange rate determination.”
The Worst Case for Real Options (2010, background): “Our result that ambiguity may speed up or delay investment links our paper to [9].”