## Abstract We are concerned with investment decisions when the spanning asset that correlates with the investment value undergoes a stochastic volatility dynamics. The project value in this case corresponds to the value of an American call with dividends, which can be priced by solving a generaliz
Investment decisions: an integrated economic and strategic approach
โ Scribed by Young H. Park; Eui H. Park; Celestine A. Ntuen
- Publisher
- Elsevier Science
- Year
- 1990
- Tongue
- English
- Weight
- 308 KB
- Volume
- 19
- Category
- Article
- ISSN
- 0360-8352
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