Real options maximizing survival probability under incomplete markets (Q5212070)
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scientific article; zbMATH DE number 7157436
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Real options maximizing survival probability under incomplete markets |
scientific article; zbMATH DE number 7157436 |
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Real options maximizing survival probability under incomplete markets (English)
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24 January 2020
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real options
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survival probability
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incomplete markets
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portfolio choice
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implied option value
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entrepreneur
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