Smooth pasting as rate of return equalization
type: Item
instance of: scholarly article
title: Smooth pasting as rate of return equalization
zbMATH Open document ID: 1254.91727
author: Mark B. Shackleton
author: Sigbjørn Sødal
published in: Economics Letters
publication date: 2013-01-03T00:00:00Z
full work available at URL: Document.pdf
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6121811
zbMATH Keywords: smooth pasting
zbMATH Keywords: rates of return
zbMATH Keywords: option elasticity
zbMATH Keywords: real option
MaRDI profile type: Publication
OpenAlex ID: W3123140087
cites work: The pricing of options and corporate liabilities
cites work: Q4035104
cites work: Super contact and related optimality conditions
cites work: Q4905685
cites work: A simplified exposition of smooth pasting
DOI: 10.1016/J.ECONLET.2005.05.028
description: scientific article; zbMATH DE number 6121811