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: Autoregressive Conditional Density Estimation / rank | |||
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Property / cites work: A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options / rank | |||
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Property / cites work: An Intertemporal Capital Asset Pricing Model / 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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Revision as of 06:31, 2 July 2024
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English | 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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