Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk (Q2444679)
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scientific article; zbMATH DE number 6282561
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| English | Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk |
scientific article; zbMATH DE number 6282561 |
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Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk (English)
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10 April 2014
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partial information
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hedging
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real options
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precautionary savings
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information value
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nonlinear PDEs
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0.7765820622444153
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0.7592150568962097
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0.7552211284637451
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0.7540387511253357
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