Can properly discounted projects follow geometric Brownian motion?
type: Item
instance of: scholarly article
title: Can properly discounted projects follow geometric Brownian motion?
zbMATH Open document ID: 1178.91214
author: Juho Kanniainen
published in: Mathematical Methods of Operations Research
publication date: 2009-12-11T00:00:00Z
Mathematics Subject Classification ID: 91G50
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 5645693
zbMATH Keywords: real options
zbMATH Keywords: stochastic processes
zbMATH Keywords: geometric Brownian motion
zbMATH Keywords: stochastic volatility
zbMATH Keywords: present value model
MaRDI profile type: Publication
full work available at URL: s00186-008-0275-0
OpenAlex ID: W2089636183
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DOI: 10.1007/S00186-008-0275-0
description: scientific article; zbMATH DE number 5645693