A new real options entry model with HARA utility class

DOI10.1080/02522667.2004.10699597zbMath1138.91461OpenAlexW2329910637MaRDI QIDQ5293413

Tyrone T. Lin

Publication date: 2 July 2007

Published in: Journal of Information and Optimization Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02522667.2004.10699597

zbMATH Keywords

real optionsrisk averseentry strategyHARA class

Mathematics Subject Classification ID

Cites Work

• A real options model for establishing an electronic securities trading system under uncertain rate of Internet trading
• Risk Aversion in the Small and in the Large
• Alternative Approaches to the Theory of Choice in Risk-Taking Situations

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