An arbitrage-free approach to quasi-option value

DOI10.1006/JEEM.1998.1024zbMath0911.90005OpenAlexW2126153584MaRDI QIDQ1268491

Cyrus A. Ramezani, Jay S. Coggins

Publication date: 6 January 1999

Published in: Journal of Environmental Economics and Management (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/f42bc1c6365c116e3f0f25e412c6d6cb029d12e6

zbMATH Keywords

uncertaintyirreversibilityarbitrage-free modeldynamic decisionquasi-option value

Mathematics Subject Classification ID

Decision theory (91B06)

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