Risk-neutral option pricing methods for adjusting constrained cash flows

Engineering Economist

Volumn 44, Issue 1, 1999, Pages 36-49

  Birge, John R ^a   Zhang, Rachel Q ^a  

^a UNIVERSITY OF MICHIGAN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CAPITAL ASSET PRICING MODEL; DISCOUNT RATES; DISCOUNTED CASH FLOW; OPTION PRICING; OPTION PRICING MODELS; PRESENT VALUE; RISK NEUTRALS; STANDARD PROCEDURES;

ENGINEERING; INDUSTRIAL ECONOMICS;

ECONOMICS;

EID: 0011311729     PISSN: 0013791X     EISSN: 15472701     Source Type: Journal    
DOI: 10.1080/00137919908967507     Document Type: Article

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