Strategic investment decisions under fast mean-reversion stochastic volatility (Q2862421)
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scientific article; zbMATH DE number 6227412
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strategic investment decisions under fast mean-reversion stochastic volatility |
scientific article; zbMATH DE number 6227412 |
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Strategic investment decisions under fast mean-reversion stochastic volatility (English)
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15 November 2013
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real options
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stochastic volatility
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asymptotic analysis
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perpetual American options
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