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Ferreira, Paulo Fernando Marques (1)

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Constant elasticity of variance diffusion (1)
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Subject: Flexibilidade Subject: Flexibility Language: Inglés Year: 2012

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Title: Evaluating investment opportunities under different model dynamics: some managerial insights
Author: Ferreira, Paulo Fernando Marques
Language: Inglés
Repository: 73
Subject: Real Options / Flexibility / Geometric Brownian Motion / Constant elasticity of variance diffusion / Opções reais / Flexibilidade / Movimento Browniano geométrico / Difusão da constante elasticidade da variância

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