Real-option valuation in a finite-time, incomplete market with jump diffusion and investor-utility inflation
Year of publication: |
2018
|
---|---|
Authors: | Hillman, Timothy ; Zhang, Nan ; Jin, Zhuo |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 6.2018, 2, p. 1-20
|
Publisher: |
Basel : MDPI |
Subject: | real option | incomplete market | jump diffusion | time-dependent risk preferences |
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