OPTIMAL TIMING FOR INVESTMENT DECISIONS

DOI10.15807/JORSJ.50.46MaRDI QIDQ5425805zbMATH OpenOpenAlexFDO

Authors Yasunori Katsurayama

Publication date 14 November 2007

Published in Journal of the Operations Research Society of Japan (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15807/jorsj.50.46

zbMATH Keywords

American optiondecision makingfinancegeometric Browniam motionNPVreal option

Mathematics Subject Classification ID

Decision theory (91B06)

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