Real options with constant relative risk aversion (Q1853198)
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scientific article; zbMATH DE number 1856522
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Real options with constant relative risk aversion |
scientific article; zbMATH DE number 1856522 |
Statements
Real options with constant relative risk aversion (English)
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21 January 2003
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real options
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traded asset
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log Brownian asset
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Merton investment model
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incomplete markets
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