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~source:"repec"
~person:"Yang, Zhaojun"
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Yang, Zhaojun
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ECONIS (ZBW)
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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
Saved in:
2
Consumption Utility-Based Pricing and Timing of the Option to Invest with Partial Information
Yang, Jinqiang
;
Yang, Zhaojun
- In:
Computational Economics
39
(
2012
)
2
,
pp. 195-217
Persistent link: https://www.econbiz.de/10010866878
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