Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk (Q2444679): Difference between revisions
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| Property / DOI: 10.1016/j.jmateco.2014.02.009 / rank | |||
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| Property / DOI: 10.1016/J.JMATECO.2014.02.009 / rank | |||
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Latest revision as of 16:33, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk |
scientific article |
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Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk (English)
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10 April 2014
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partial information
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hedging
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real options
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precautionary savings
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information value
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nonlinear PDEs
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