Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk
Year of publication: |
2008
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Authors: | Ewald, Christian-Oliver ; Yang, Zhaojun |
Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 13106958. - Vol. 68.2008, 1, p. 97-124
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