Optimal exit and valuation under demand uncertainty: a real options approach (Q1296360)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal exit and valuation under demand uncertainty: a real options approach |
scientific article; zbMATH DE number 1319515
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal exit and valuation under demand uncertainty: a real options approach |
scientific article; zbMATH DE number 1319515 |
Statements
Optimal exit and valuation under demand uncertainty: a real options approach (English)
0 references
14 May 2000
0 references
optimal stopping of linear diffusions
0 references
value function
0 references
option value
0 references
optimal exit strategy
0 references
valuation of stochastic cash flows
0 references
0.7931286096572876
0 references
0.7776207327842712
0 references
0.7387663722038269
0 references
0.737528920173645
0 references
0.7309006452560425
0 references
