An axiomatic approach to the valuation of cash flows

DOI10.1080/03461238.2011.628408zbMath1401.91549OpenAlexW1966773836MaRDI QIDQ4576835

F. Armerin

Publication date: 11 July 2018

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2011.628408

zbMATH Keywords

real optionsvaluationcash flow modelling

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (3)

On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application ⋮ Term Structure Models with Parallel and Proportional Shifts ⋮ Statistical causality, optional and predictable projections

Cites Work

• Calcul stochastique et problèmes de martingales
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• Martingale densities for general asset prices
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• What is the time value of a stream of investments?
• VALUATIONS AND DYNAMIC CONVEX RISK MEASURES
• [https://portal.mardi4nfdi.de/wiki/Publication:5646185 Th�orie des processus stochastiques g�n�raux applications aux surmartingales]
• Martingale Valuation of Cash Flows for Insurance and Interest Models

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