A NOTE ON IRREVERSIBLE INVESTMENT, HEDGING AND OPTIMAL CONSUMPTION PROBLEMS
Year of publication: |
2006
|
---|---|
Authors: | HENDERSON, VICKY ; HOBSON, DAVID |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 09.2006, 06, p. 997-1007
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Real options | incomplete markets | optimal stopping | optimal control | risk aversion |
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