An option pricing model under future revenue uncertainty

DOI10.1007/S11766-003-0056-8zbMath1112.91320OpenAlexW2317816998WikidataQ126213324 ScholiaQ126213324MaRDI QIDQ1430962

Minggao Xue

Publication date: 27 May 2004

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-003-0056-8

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• Evaluating leases with complex operating options

This page was built for publication: An option pricing model under future revenue uncertainty