Can properly discounted projects follow geometric Brownian motion? (Q1044211): Difference between revisions

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Property / cites work: Optimal risk adoption: a real options approach / rank
 
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Property / cites work: Q4905685 / rank
 
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Property / cites work: Bachelier and his times: a conversation with Bernard Bru / rank
 
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Property / DOI: 10.1007/S00186-008-0275-0 / rank
 
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Latest revision as of 14:53, 10 December 2024

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Can properly discounted projects follow geometric Brownian motion?
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    Can properly discounted projects follow geometric Brownian motion? (English)
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    11 December 2009
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    real options
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    stochastic processes
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    geometric Brownian motion
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    stochastic volatility
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    present value model
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