Valuing Risky Projects: Option Pricing Theory and Decision Analysis

DOI10.1287/mnsc.41.5.795zbMath0843.90015WikidataQ56094735 ScholiaQ56094735MaRDI QIDQ4865408

Robert F. Nau, James E. Smith

Publication date: 13 February 1996

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.41.5.795

zbMATH Keywords

option pricing; incomplete securities markets; risk-adjusted discount-rate analysis

Mathematics Subject Classification ID

91B24: Microeconomic theory (price theory and economic markets)

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