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

From MaRDI portal





scientific article; zbMATH DE number 5645693
Language Label Description Also known as
default for all languages
No label defined
    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)
      0 references
      0 references
      11 December 2009
      0 references
      real options
      0 references
      stochastic processes
      0 references
      geometric Brownian motion
      0 references
      stochastic volatility
      0 references
      present value model
      0 references

      Identifiers