Getting real with real options: A utility-based approach for finite-time investment in incomplete markets

Journal of Business Finance and Accounting

Volumn 38, Issue 5-6, 2011, Pages 740-764

  Grasselli, M R ^a  

^a MCMASTER UNIVERSITY   (Canada)

Author keywords

Exponential utility; Incomplete markets; Optimal exercise policy; Real options

Indexed keywords

EID: 79960106891     PISSN: 0306686X     EISSN: 14685957     Source Type: Journal    
DOI: 10.1111/j.1468-5957.2010.02232.x     Document Type: Article

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