Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue (Q3117711)

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Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue
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    Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue (English)
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    29 February 2012
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    innovation
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    option pricing
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    gamma process
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    risk management
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    movie revenues
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    movie box
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    office receipts
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    nondecreasing process
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    Bayesian update
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