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

From MaRDI portal
scientific article
Language Label Description Also known as
English
Can properly discounted projects follow geometric Brownian motion?
scientific article

    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