Real options with random controls, rare events, and risk-to-ruin
Nicos Koussis, Spiros H. Martzoukos and Lenos Trigeorgis
| Year of publication: |
2007
|
|---|---|
| Authors: | Koussis, Nicos ; Martzoukos, Spiros A. ; Trigeorgis, Lenos |
| Published in: |
Optimisation, econometric and financial analysis. - Berlin : Springer, ISBN 978-3-540-36625-6. - 2007, p. 251-271
|
| Subject: | Realoptionsansatz | Real options analysis | Risikomanagement | Risk management | Markov-Kette | Markov chain |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003544765