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A theory and empirical test of land option pricing

✍ Scribed by James D. Shilling; C.F. Sirmans; Geoffrey K. Turnbull; John D. Benjamin

Book ID: 116089228
Publisher: Elsevier Science
Year: 1990
Tongue: English
Weight: 500 KB
Volume: 28
Category: Article
ISSN: 0094-1190
DOI: 10.1016/0094-1190(90)90049-s

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The objective of this article is to provide an axiomatic framework in order to define the concept of value function for risky operations for which there is no market. There is a market for assets, whose prices are characterized as stochastic processes. The method consists of constructing a portfolio