Pricing real options based on linear loss functions and conditional value at risk
Year of publication: |
2021
|
---|---|
Authors: | Kim, Kyongsun ; Park, Chan S. |
Published in: |
The engineering economist : a journal devoted to the problems of capital investment. - Philadelphia, Pa. : Taylor & Francis, ISSN 1547-2701, ZDB-ID 2066279-8. - Vol. 66.2021, 1, p. 3-26
|
Subject: | Realoptionsansatz | Real options analysis | Risikomaß | Risk measure | Optionspreistheorie | Option pricing theory |
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