Real option pricing with mean-reverting investment and project value
Sebastian Jaimungal, Max O. de Souza and Jorge P. Zubelli
| Year of publication: |
2013
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|---|---|
| Authors: | Jaimungal, Sebastian ; Souza, Max O. de ; Zubelli, Jorge P. |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 19.2013, 7/8, p. 625-644
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| Subject: | real options | mean-reverting | stochastic investment | investment under uncertainty | Realoptionsansatz | Real options analysis | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Investitionsentscheidung | Investment decision | Betriebliche Investitionstheorie | Corporate investment theory | Investition | Investment |
| 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://www.econbiz.de/10010244747