𝔖 Bobbio Scriptorium
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Constant Risk Aversion

✍ Scribed by Zvi Safra; Uzi Segal


Book ID
112257785
Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
343 KB
Volume
83
Category
Article
ISSN
0022-0531

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Real options with constant relative risk
✍ Vicky Henderson; David G. Hobson πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 236 KB

Real options problems have recently attracted much attention worldwide. One such problem is how to deal with claims on 'non-traded' assets. Often there is another traded asset which is correlated to the non-traded asset, and this traded asset is used as a proxy for hedging purposes. We introduce a