Can properly discounted projects follow geometric Brownian motion? (Q1044211)

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Can properly discounted projects follow geometric Brownian motion?
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    title
    Can properly discounted projects follow geometric Brownian motion? (English)
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    author
    Juho Kanniainen
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    publication date
    11 December 2009
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    Mathematics Subject Classification ID
    91G50
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    91G80
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    60J65
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    zbMATH DE Number
    5645693
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    zbMATH Keywords
    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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    OpenAlex ID
    W2089636183
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