Real options with constant relative risk aversion
type: Item
instance of: scholarly article
title: Real options with constant relative risk aversion
zbMATH Open document ID: 1027.91039
DOI: 10.1016/S0165-1889(01)00052-5
author: Vicky Henderson
author: David Hobson
publication date: 2003-01-21T00:00:00Z
Mathematics Subject Classification ID: 91G50
Mathematics Subject Classification ID: 91B26
zbMATH DE Number: 1856522
zbMATH Keywords: real options
zbMATH Keywords: traded asset
zbMATH Keywords: log Brownian asset
zbMATH Keywords: Merton investment model
zbMATH Keywords: incomplete markets
MaRDI profile type: Publication
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full work available at URL: s0165-1889(01)00052-5
OpenAlex ID: W2072810788
published in: Journal of Economic Dynamics and Control
description: scientific article; zbMATH DE number 1856522