Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk
- 8 December 2007
- journal article
- research article
- Published by Springer Nature in Mathematical Methods of Operations Research
- Vol. 68 (1) , 97-123
- https://doi.org/10.1007/s00186-007-0190-9
Abstract
No abstract availableKeywords
This publication has 1 reference indexed in Scilit:
- Investment under UncertaintyPublished by Walter de Gruyter GmbH ,1994