Valuing the option to invest in an incomplete market

Mathematics and Financial Economics

Volumn 1, Issue 2, 2007, Pages 103-128

  Henderson, Vicky ^a  

^a UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

Incomplete markets; Investment under uncertainty; Non traded assets; Real options; Risk aversion

Indexed keywords

EID: 36148953602     PISSN: 18629679     EISSN: 18629660     Source Type: Journal    
DOI: 10.1007/s11579-007-0005-z     Document Type: Article

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