Can properly discounted projects follow geometric Brownian motion? (Q1044211)
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scientific article; zbMATH DE number 5645693
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Can properly discounted projects follow geometric Brownian motion? |
scientific article; zbMATH DE number 5645693 |
Statements
Can properly discounted projects follow geometric Brownian motion? (English)
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11 December 2009
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real options
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stochastic processes
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geometric Brownian motion
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stochastic volatility
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present value model
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