Real-option valuation in a finite-time, incomplete market with jump diffusion and investor-utility inflation
Year of publication: |
June 2018
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Authors: | Hillman, Timothy ; Zhang, Nan ; Jin, Zhuo |
Subject: | real option | incomplete market | jump diffusion | time-dependent risk preferences | Unvollkommener Markt | Incomplete market | Optionspreistheorie | Option pricing theory | Realoptionsansatz | Real options analysis | Stochastischer Prozess | Stochastic process | Risikopräferenz | Risk attitude | Risiko | Risk | Volatilität | Volatility |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks6020051 [DOI] hdl:10419/195843 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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