Can properly discounted projects follow geometric Brownian motion? (Q1044211)
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scientific article; zbMATH DE number 5645693
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| default for all languages | No label defined |
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| English | Can properly discounted projects follow geometric Brownian motion? |
scientific article; zbMATH DE number 5645693 |
Statements
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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0.7862858176231384
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0.7422726154327393
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0.7289160490036011
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0.7266446352005005
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0.7221890687942505
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