A NOTE ON IRREVERSIBLE INVESTMENT, HEDGING AND OPTIMAL CONSUMPTION PROBLEMS (Q5487835)
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: A NOTE ON IRREVERSIBLE INVESTMENT, HEDGING AND OPTIMAL CONSUMPTION PROBLEMS |
scientific article; zbMATH DE number 5052914
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A NOTE ON IRREVERSIBLE INVESTMENT, HEDGING AND OPTIMAL CONSUMPTION PROBLEMS |
scientific article; zbMATH DE number 5052914 |
Statements
A NOTE ON IRREVERSIBLE INVESTMENT, HEDGING AND OPTIMAL CONSUMPTION PROBLEMS (English)
0 references
12 September 2006
0 references
real options
0 references
incomplete markets
0 references
optimal stopping
0 references
optimal control
0 references
risk aversion
0 references
0 references
0.7848989367485046
0 references
0.7753568291664124
0 references
0.7738053202629089
0 references
0.7721730470657349
0 references
0.7703354358673096
0 references
