IRREVERSIBLE INVESTMENTS AND AMBIGUITY AVERSION (Q4595297)

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scientific article; zbMATH DE number 6813766
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IRREVERSIBLE INVESTMENTS AND AMBIGUITY AVERSION
scientific article; zbMATH DE number 6813766

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    IRREVERSIBLE INVESTMENTS AND AMBIGUITY AVERSION (English)
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    29 November 2017
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    real options
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    ambiguity aversion
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    risk aversion
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    robust optimal control
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    indifference pricing
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