A NOTE ON IRREVERSIBLE INVESTMENT, HEDGING AND OPTIMAL CONSUMPTION PROBLEMS (Q5487835)
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scientific article; zbMATH DE number 5052914
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A NOTE ON IRREVERSIBLE INVESTMENT, HEDGING AND OPTIMAL CONSUMPTION PROBLEMS |
scientific article; zbMATH DE number 5052914 |
Statements
A NOTE ON IRREVERSIBLE INVESTMENT, HEDGING AND OPTIMAL CONSUMPTION PROBLEMS (English)
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12 September 2006
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real options
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incomplete markets
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optimal stopping
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optimal control
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risk aversion
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