Valuation of real options in incomplete models : an implied yield approach
Year of publication: |
2018
|
---|---|
Authors: | Armerin, Fredrik ; Song, Han-suck |
Published in: |
Fuzzy economic review : the review of the International Association for Fuzzy-Set Management and Economy. - Reus : SIGEF, ZDB-ID 2686947-0. - Vol. 23.2018, 1, p. 19-32
|
Subject: | real options | irreversible investments | incomplete markets | implied yield | Realoptionsansatz | Real options analysis | Experiment | Unvollkommener Markt | Incomplete market | Optionspreistheorie | Option pricing theory |
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