Hedging entry and exit decisions: Activating and deactivating barrier options

DOI10.1155/S1173912602000044zbMath1011.91046MaRDI QIDQ1613226

Laurent Gauthier

Publication date: 31 May 2003

Published in: Journal of Applied Mathematics and Decision Sciences (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/122632

zbMATH Keywords

real optionsBrownian meanderbarrier optionsinvestment projectsentry or exit decisionswitch options

Mathematics Subject Classification ID

Brownian motion (60J65)

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