Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk
Dandan Song; Huamao Wang; Zhaojun Yang
| Year of publication: |
2014
|
|---|---|
| Authors: | Song, Dandan ; Wang, Huamao ; Yang, Zhaojun |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 51.2014, p. 1-11
|
| Subject: | Partial information | Hedging | Real options | Precautionary savings | Information value | Non-linear PDEs | Realoptionsansatz | Real options analysis | Cash Flow | Cash flow | Risiko | Risk | Optionspreistheorie | Option pricing theory | Investitionsentscheidung | Investment decision | Informationswert | Unvollkommene Information | Incomplete information | Derivat | Derivative | Entscheidung unter Unsicherheit | Decision under uncertainty | Sparen | Savings |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010478603