Real options with constant relative risk aversion (Q1853198): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 04:56, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Real options with constant relative risk aversion |
scientific article |
Statements
Real options with constant relative risk aversion (English)
0 references
21 January 2003
0 references
real options
0 references
traded asset
0 references
log Brownian asset
0 references
Merton investment model
0 references
incomplete markets
0 references
