On the investment-uncertainty relationship in a real option model with stochastic volatility (Q2637406): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.mathsocsci.2013.01.005 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3124865898 / rank | |||
Normal rank |
Revision as of 01:24, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the investment-uncertainty relationship in a real option model with stochastic volatility |
scientific article |
Statements
On the investment-uncertainty relationship in a real option model with stochastic volatility (English)
0 references
11 February 2014
0 references
investment timing problem
0 references
stochastic volatility
0 references
asymptotic solutions
0 references
investment threshold
0 references
uncertainty
0 references