scientific article; zbMATH DE number 2095962

zbMath1045.91021MaRDI QIDQ4810080

Mihail Zervos, Lane P. Hughston

Publication date: 31 August 2004

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (1)

Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk

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