Irreversible investment with Cox-Ingersoll-Ross type mean reversion
Year of publication: |
2010
|
---|---|
Authors: | Ewald, Christian-Oliver ; Wang, Wen-Kai |
Published in: |
Mathematical social sciences. - Amsterdam [u.a.] : NH, Elsevier, ISSN 0165-4896, ZDB-ID 283230-6. - Vol. 59.2010, 3, p. 314-318
|
Subject: | Optionspreistheorie | Option pricing theory | Volkswirtschaftliche Investitionstheorie | Theory of aggregate investment | Investitionsentscheidung | Investment decision |
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