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~isPartOf:"Applied mathematical finance"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"The journal of corporate finance : contracting, governance and organization"
~isPartOf:"Working papers"
~subject:"Realoptionsansatz"
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Realoptionsansatz
Option pricing theory
406
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Stochastic process
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Applied mathematical finance
European journal of operational research : EJOR
The journal of corporate finance : contracting, governance and organization
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Real options and investment under uncertainty : classical readings and recent contributions
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Discrete time modeling of mean-reverting stochastic processes for real option valuation
Hahn, Warren J.
;
Dyer, James S.
- In:
European journal of operational research : EJOR
184
(
2008
)
2
,
pp. 534-548
Persistent link: https://www.econbiz.de/10003768285
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