Arithmetic Brownian motion and real options (Q439622)
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: Arithmetic Brownian motion and real options |
scientific article; zbMATH DE number 6066914
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Arithmetic Brownian motion and real options |
scientific article; zbMATH DE number 6066914 |
Statements
Arithmetic Brownian motion and real options (English)
0 references
16 August 2012
0 references
investment analysis
0 references
real options
0 references
risk-neutral valuation
0 references
arithmetic Brownian motion
0 references
0.7862858176231384
0 references
0.709318220615387
0 references
0.7058324217796326
0 references
0.6920024156570435
0 references
0.691100537776947
0 references