Strategic asset valuation and higher stochastic moments : an adjusted black-scholes model
Gastón Milanesi; Gabriela Pesce; Emilio El Alabi
| Year of publication: |
2015
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|---|---|
| Authors: | Milanesi, Gastón ; Pesce, Gabriela ; El Alabi, Emilio |
| Published in: |
Journal of contemporary management : JMC. - Toronto : Better Advances Press, ISSN 1929-0128, ZDB-ID 2837237-2. - Vol. 4.2015, 3, p. 95-106
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| Subject: | Strategic Asset | Asymmetry | Kurtosis | Edgeworth Expansion | Continuous Time | Real Option | Firm Valuation | Black-Scholes Model | Black-Scholes-Modell | Black-Scholes model | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Unternehmensbewertung | Firm valuation | Realoptionsansatz | Real options analysis | CAPM | Portfolio-Management | Portfolio selection |
| 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/10011392906