Portfolios of real options

DOI10.1007/978-3-540-78299-5MaRDI QIDQ932091zbMATH OpenOpenAlexFDO

Authors Rainer Brosch

Publication date 8 July 2008

Published in Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-540-78299-5

zbMATH Keywords

dynamic investment problemmultinomial option pricing modelportfolioreal option

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02)

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