Consumption Utility-Based Pricing and Timing of the Option to Invest with Partial Information
| Year of publication: |
2012
|
|---|---|
| Authors: | Yang, Jinqiang ; Yang, Zhaojun |
| Published in: |
Computational Economics. - Society for Computational Economics - SCE, ISSN 0927-7099. - Vol. 39.2012, 2, p. 195-217
|
| Publisher: |
Society for Computational Economics - SCE |
| Subject: | Partial information | Consumption utility-based indifference pricing | Real options | Implied information value |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010866878