On the investment-uncertainty relationship in a real option model with stochastic volatility (Q2637406): Difference between revisions

@@ Property / author @@
-Wen-Kai Wang
@@ Property / author: Wen-Kai Wang / rank @@
-Normal rank
@@ Property / author @@
+Wen-Kai Wang
@@ Property / author: Wen-Kai Wang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.mathsocsci.2013.01.005
+Normal rank
@@ Property / OpenAlex ID @@
+W3124865898
@@ Property / OpenAlex ID: W3124865898 / rank @@
+Normal rank
@@ Property / cites work @@
+Irreversible investment with Cox-Ingersoll-Ross type mean reversion
+Normal rank
@@ Property / cites work @@
+Q4509488
@@ Property / cites work: Q4509488 / rank @@
+Normal rank
@@ Property / cites work @@
+Devaluating projects and the investment-uncertainty relationship
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+Q4225048
@@ Property / cites work: Q4225048 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4004190
@@ Property / cites work: Q4004190 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3342966
@@ Property / cites work: Q3342966 / rank @@
+Normal rank
@@ Property / cites work @@
+On the investment-uncertainty relationship in a real options model
+Normal rank
@@ Property / cites work @@
+Preemption in a real option game with a first mover advantage and player-specific uncertainty
+Normal rank
@@ Property / cites work @@
+On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model
+Normal rank
@@ Property / cites work @@
+Stochastic volatility and stochastic leverage
@@ Property / cites work: Stochastic volatility and stochastic leverage / rank @@
+Normal rank
@@ Property / cites work @@
+The effect of uncertainty on investment timing in a real options model
+Normal rank