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Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk
Song, Dandan
;
Wang, Huamao
;
Yang, Zhaojun
- In:
Journal of Mathematical Economics
51
(
2014
)
C
,
pp. 1-11
and cash flows. We provide an approach to measure the
information
value
. A numerical procedure is developed. We show that …
Persistent link: https://www.econbiz.de/10010786718
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