Hedging entry and exit decisions: Activating and deactivating barrier options

Journal of Applied Mathematics and Decision Sciences

Volumn 6, Issue 1, 2002, Pages 51-70

  Gauthier, Laurent ^a  

^a Apt 2 ^*  (United States)

Author keywords

Brownian meander; Exotic options; Investment decision; Real options

Indexed keywords

EID: 0012483436     PISSN: 11739126     EISSN: 15327612     Source Type: Journal    
DOI: 10.1207/s15327612jamd0601_04     Document Type: Article

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