Valuing an investment project using no-arbitrage and the alpha-maxmin criteria: from Knightian uncertainty to risk (Q1741766)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Valuing an investment project using no-arbitrage and the alpha-maxmin criteria: from Knightian uncertainty to risk |
scientific article; zbMATH DE number 7051540
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuing an investment project using no-arbitrage and the alpha-maxmin criteria: from Knightian uncertainty to risk |
scientific article; zbMATH DE number 7051540 |
Statements
Valuing an investment project using no-arbitrage and the alpha-maxmin criteria: from Knightian uncertainty to risk (English)
0 references
7 May 2019
0 references
Knightian uncertainty
0 references
investment decision
0 references
option to wait
0 references
no-arbitrage
0 references
\(\alpha\)-maxmin
0 references