scientific article; zbMATH DE number 2095962

zbMATH Open1045.91021MaRDI QIDQ4810080FDOQ4810080

Authors: Lane P. Hughston, Mihail Zervos 

Publication date: 31 August 2004

Title of this publication is not available (Why is that?)

Recommendations

• Real option model of dynamic growth processes with consumption
• Stochastic control methods and variational formulations in the real options approach to investment
• Real Options
• Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk
• Real options with constant relative risk aversion

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Corporate finance (dividends, real options, etc.) (91G50)

Cited In (13)

• Real Options
• Valuation of a financial claim contingent on the outcome of a quantum measurement
• Applying the real options approach to an optimal multi-stage acquisition model
• Testing the martingale restriction for option implied densities
• Using the minimal entropy martingale measure to valuate real options in multinomial lattices
• Title not available (Why is that?)
• Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk
• Real option model of dynamic growth processes with consumption
• Mathematical model for investment in gold market: a real option approach
• Real options with a double continuation region
• A generalized complementarity approach to solving real option problems
• A variation of the Azéma martingale and drawdown options
• Real options and variational inequalities

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4810080)