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A comment on "An arbitrage-free approach to quasi-option value" by Coggins and Ramezani
Mensink, Paul (contributor); Coggins, Jay S. (contributor);  … - 2004 - [Elektronische Ressource]
In their article "An Arbitrage-Free Approach to Quasi-Option Value" [J.Environm. Econom. Management 35, 103-125, 1998], Coggins and Ramezani interpreted the concept of quasi-option value introduced by Arrow and Fisher [Quart. J. Econom. 88, 1974, 312-319] as being identical to Dixit and...
Persistent link: https://www.econbiz.de/10002103280
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An arbitrage-free approach to quasi-option value
Coggins, Jay S. - In: Journal of environmental economics and management : … 35 (1998) 2, pp. 103-125
Persistent link: https://www.econbiz.de/10001239795
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Bayesian estimation of asymmetric jump-diffusion processes
Frame, Samuel J.; Ramezani, Cyrus A. - In: Annals of financial economics 9 (2014) 3, pp. 1-29
Persistent link: https://www.econbiz.de/10010512597