Academic Sessions


Session 21 - Real Options/Hedging

Thursday, August 22, 15:00 - 16:00, Room G

Chairperson: Cynthia Van Hulle (Katholieke Universiteit Leuven)


Presentations

Why Firms Use Non-linear Hedging Strategies

Tim Adam (Hong Kong University of Science & Technology)

Discussant: Andrea Gamba (Università di Verona)

Real Options Valuation: A Monte Carlo Approach

Andrea Gamba (Università di Verona)

Discussant: Grzegorz Pawlina (Tilburg University)

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