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"Utility based pricing and exercising of real options under geometric mean ..."

Christian-Oliver Ewald, Zhaojun Yang (2008)

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DOI: 10.1007/S00186-007-0190-9

access: closed

type: Journal Article

metadata version: 2022-12-07

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  - journals/mmor/EwaldY08
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Christian-Oliver Ewald, Zhaojun Yang:
Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk. Math. Methods Oper. Res. 68(1): 97-123 (2008)

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