(Real-)Options, uncertainty and comparative statics : are Black and Scholes mistaken?
Year of publication: |
2009
|
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Authors: | Berg, Tobias ; Mölls, Sascha H. ; Willershausen, Timo |
Publisher: |
Kiel : Univ., Inst. f. Betriebswirtschaftslehre |
Subject: | Optionspreistheorie | Black-Scholes-Modell | Realoption | Statistik |
Extent: | 27 Bl. : graph. Darst. |
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Series: | Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel. - Kiel. - Vol. 645 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Literaturverz. Bl. 24 - 27 |
Classification: | Investition, Finanzierung |
Source: |
-
Real options analysis : tools and techniques for valuing strategic investments and decisions
Mun, Jonathan, (2006)
-
Andres, Peter, (1998)
-
Black-Scholes and beyond : option pricing models
Chriss, Neil, (1997)
- More ...
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(Real-)options, uncertainty and comparative statics: Are Black and Scholes mistaken?
Berg, Tobias, (2009)
-
(Real-)options, uncertainty and comparative statics : are Black and Scholes mistaken?
Berg, Tobias, (2009)
-
(Real-)Options, uncertainty and comparative statics : are Black and Scholes mistaken?
Berg, Tobias, (2009)
- More ...