Real options with constant relative risk aversion
Main Authors: | Henderson, V, Hobson, D |
---|---|
Format: | Journal article |
Published: |
2002
|
Similar Items
-
Risk Aversion, Indivisible Timing Options and Gambling.
by: Henderson, V, et al.
Published: (2009) -
Risk Aversion, Indivisible Timing Options, and Gambling
by: Henderson, V, et al.
Published: (2013) -
Risk aversion and block exercise of executive stock options
by: Grasselli, M, et al.
Published: (2009) -
Constant relative risk aversion utility and consumption CAPM: discount factors and risk aversions for Norway, Sweden, and the UK
by: Per Bjarte Solibakke
Published: (2024-12-01) -
Eatimating risk aversion, Risk-Neutral and Real-World Densities using Brasilian Real currency options
by: José Fajardo, et al.
Published: (2012-12-01)