Consumption utility-based pricing and timing of the option to invest with partial information
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Publication:431904
DOI10.1007/s10614-011-9289-4zbMath1243.91047OpenAlexW2021718820MaRDI QIDQ431904
Publication date: 3 July 2012
Published in: Computational Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10614-011-9289-4
real optionspartial informationconsumption utility-based indifference pricingimplied information value
Utility theory (91B16) Microeconomic theory (price theory and economic markets) (91B24) Economics of information (91B44) Portfolio theory (91G10)
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