Real option model of dynamic growth processes with consumption (Q889123)

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scientific article; zbMATH DE number 6505255
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Real option model of dynamic growth processes with consumption
scientific article; zbMATH DE number 6505255

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    Real option model of dynamic growth processes with consumption (English)
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    6 November 2015
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    real option
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    asset pricing
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    jump diffusion
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    optimal consumption strategy
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    risk premium
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