Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk

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Publication:1006557

DOI10.1007/s00186-007-0190-9zbMath1163.91014OpenAlexW3125105648MaRDI QIDQ1006557

Christian-Oliver Ewald, Zhaojun Yang

Publication date: 25 March 2009

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-007-0190-9



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