Optimal investment with two-factor uncertainty
type: Item
instance of: scholarly article
title: Optimal investment with two-factor uncertainty
zbMATH Open document ID: 1273.91444
author: Manuel J. Rocha Armada
author: Paulo J. Pereira
author: Artur Rodrigues
published in: Mathematics and Financial Economics
publication date: 2013-09-13T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 6208208
zbMATH Keywords: multiple stochastic factors
zbMATH Keywords: uncertainty
zbMATH Keywords: real options
MaRDI profile type: Publication
full work available at URL: s11579-013-0101-1
OpenAlex ID: W3121463250
cites work: Uncertainty, Investment, and Industry Evolution
cites work: Investment and the Valuation of Firms When There is an Option to Shut Down
cites work: On the investment-uncertainty relationship in a real options model
cites work: Evaluating leases with complex operating options
DOI: 10.1007/S11579-013-0101-1
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description: scientific article; zbMATH DE number 6208208