On the investment-uncertainty relationship in a real option model with stochastic volatility
Year of publication: |
2013
|
---|---|
Authors: | Ting, Sai Hung Marten ; Ewald, Christian-Oliver ; Wang, Wen-kai |
Published in: |
Mathematical social sciences. - Amsterdam [u.a.] : NH, Elsevier, ISSN 0165-4896, ZDB-ID 283230-6. - Vol. 66.2013, 1, p. 22-32
|
Subject: | Volatilität | Volatility | Entscheidung unter Unsicherheit | Decision under uncertainty | Realoptionsansatz | Real options analysis | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Investition | Investment |
-
On the Investment-Uncertainty Relationship in a Real Option Model with Stochastic Volatility
Ting, Sai Hung Marten, (2012)
-
Model-free analysis of real option exercise probability and timing
Kang, Sang Baum, (2023)
-
Firm decisions under jump-diffusive dynamics
Deopa, Neha, (2019)
- More ...
-
On the investment–uncertainty relationship in a real option model with stochastic volatility
Ting, Sai Hung Marten, (2013)
-
On the Investment-Uncertainty Relationship in a Real Option Model with Stochastic Volatility
Ting, Sai Hung Marten, (2012)
-
Asymptotic Solutions for Australian Options with Low Volatility
Ting, Sai Hung Marten, (2014)
- More ...