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	Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk
	Ewald, Christian-Oliver; Yang, Zhaojun
刊名	Mathematical Methods of Operations Research
	2008
卷号	Vol.68 No.1页码:97-123
关键词	Real options Models of mean-reversion Optimal control Incomplete market models C61 G11 G12 G31 E2
ISSN号	1432-2994
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/6714299
专题	湖南大学
作者单位	1.Department of Economics, University of St. Andrews, St Salvator's College, St Andrews, Fife KY16 9AL, United Kingdom 2.School of Economics and Trade, Hunan University, Changsha 410079, China
推荐引用方式 GB/T 7714	Ewald, Christian-Oliver,Yang, Zhaojun. Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk[J]. Mathematical Methods of Operations Research,2008,Vol.68 No.1:97-123.
APA	Ewald, Christian-Oliver,&Yang, Zhaojun.(2008).Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk.Mathematical Methods of Operations Research,Vol.68 No.1,97-123.
MLA	Ewald, Christian-Oliver,et al."Utility based pricing and exercising of real options under geometric mean reversion and risk aversion toward idiosyncratic risk".Mathematical Methods of Operations Research Vol.68 No.1(2008):97-123.

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