Irreversible investment with Cox-Ingersoll-Ross type mean reversion (Q975940): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/j.mathsocsci.2009.12.002
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+W3121541925
@@ Property / OpenAlex ID: W3121541925 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3661894
@@ Property / cites work: Q3661894 / rank @@
+Normal rank
@@ Property / cites work @@
+Malliavin differentiability of the Heston volatility and applications to option pricing
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk
+Normal rank
@@ Property / cites work @@
+VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION
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@@ Property / cites work @@
+Real options with constant relative risk aversion
@@ Property / cites work: Real options with constant relative risk aversion / rank @@
+Normal rank
@@ Property / cites work @@
+Investment under alternative return assumptions
@@ Property / cites work: Investment under alternative return assumptions / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:975940