๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

REAL OPTIONS WITH MARKET RISKS AND PRIVATE RISKS

โœ Scribed by Antonio S. Mello; Unyong Pyo


Book ID
111353469
Publisher
John Wiley and Sons
Year
2002
Weight
214 KB
Volume
15
Category
Article
ISSN
1078-1196

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Real options with constant relative risk
โœ Vicky Henderson; David G. Hobson ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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