Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/mmor/EwaldY08
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Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk.
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Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk.
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