THE LIMITATIONS OF NO-ARBITRAGE ARGUMENTS FOR REAL OPTIONS (Q3523578)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE LIMITATIONS OF NO-ARBITRAGE ARGUMENTS FOR REAL OPTIONS |
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THE LIMITATIONS OF NO-ARBITRAGE ARGUMENTS FOR REAL OPTIONS (English)
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3 September 2008
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arbitrage pricing theory
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real options
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correlated Brownian motions
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variance-optimal hedging
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