On the investment-uncertainty relationship in a real option model with stochastic volatility
Sai Hung Marten Ting; Christian-Oliver Ewald; Wen-Kai Wang
| 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 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009751763