Real option model of dynamic growth processes with consumption
type: Item
instance of: scholarly article
title: Real option model of dynamic growth processes with consumption
zbMATH Open document ID: 1328.35246
author: Nengsheng Fang
author: Xinfeng Ruan
author: Caixiu Liao
published in: Communications in Mathematical Sciences
publication date: 2015-11-06T00:00:00Z
Mathematics Subject Classification ID: 35Q91
Mathematics Subject Classification ID: 60G20
Mathematics Subject Classification ID: 91B25
Mathematics Subject Classification ID: 91B70
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 35R09
Mathematics Subject Classification ID: 91B42
zbMATH DE Number: 6505255
zbMATH Keywords: real option
zbMATH Keywords: asset pricing
zbMATH Keywords: jump diffusion
zbMATH Keywords: optimal consumption strategy
zbMATH Keywords: risk premium
MaRDI profile type: Publication
full work available at URL: cms.2015.v13.n8.a11
OpenAlex ID: W2731575172
DOI: 10.4310/CMS.2015.V13.N8.A11
description: scientific article; zbMATH DE number 6505255