Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk
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Publication:2444679
DOI10.1016/J.JMATECO.2014.02.009zbMath1296.91277OpenAlexW3123011978WikidataQ58147802 ScholiaQ58147802MaRDI QIDQ2444679
DanDan Song, Zhaojun Yang, Huamao Wang
Publication date: 10 April 2014
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://kar.kent.ac.uk/38469/1/AAM%2520HuamaoWang-hedge-cashflow.pdf
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Cites Work
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