A parameter based approach to single factor stochastic process selection for real options applications
Carlos de Lamare Bastian-Pinto, Luiz Eduardo Teixeira Brandão, Luiz de Magalhães Ozorio and Arthur Felipe Tavares do Poço
| Year of publication: |
2021
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|---|---|
| Authors: | Bastian-Pinto, Carlos de Lamare ; Brandão, Luiz Eduardo Teixeira ; Ozorio, Luiz de Magalhães ; Poço, Arthur Felipe Tavares do |
| Published in: |
The European journal of finance. - London [u.a.] : Taylor & Francis Group, ISSN 1466-4364, ZDB-ID 2001610-4. - Vol. 27.2021, 15, p. 1533-1552
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| Subject: | Choice of Model | Geometric Brownian Motion | Mean Reversion Models | Real Options | Stochastic processes | Stochastischer Prozess | Stochastic process | Realoptionsansatz | Real options analysis | Mean Reversion | Mean reversion | Markov-Kette | Markov chain | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2021.1895859 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012653114