Stochastic idiosyncratic cash flow risk and real options: implications for stock returns (Q508411)
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scientific article; zbMATH DE number 6683477
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic idiosyncratic cash flow risk and real options: implications for stock returns |
scientific article; zbMATH DE number 6683477 |
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Stochastic idiosyncratic cash flow risk and real options: implications for stock returns (English)
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10 February 2017
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asset pricing
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stock return and idiosyncratic volatility
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real options
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stochastic volatility
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regime-switching
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mixed jump-diffusion
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