Real options with priced regime-switching risk
John Driffill; Turalay Kenc; Martin Sola
| Year of publication: |
2013
|
|---|---|
| Authors: | Driffill, John ; Kenç, Turalay ; Sola, Martin |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 16.2013, 5, p. 1-30
|
| Subject: | Regime-switching risk premia | regime-dependent risk premia | real options | Realoptionsansatz | Real options analysis | Risikoprämie | Risk premium | Optionspreistheorie | Option pricing theory | Risiko | Risk | Schätzung | Estimation | Markov-Kette | Markov chain |
| 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/10009784006