A discrete-time approach for valuing real options with underlying mean-reverting stochastic processes

Description

Thesis (Ph. D.)--University of Texas at Austin, 2005. / Supervisor: James S. Dyer. Vita. Includes bibliographical references.

Links & Downloads

1. http://repositories.lib.utexas.edu/bitstream/handle/2152/1560/hahnw57343.pdf

Tags

Additional Fields

Identifer	oai:union.ndltd.org:OCLC/oai:xtcat.oclc.org:OCLCNo/61224525
Date	January 2005
Creators	Hahn, Warren Joseph, Dyer, James S.
Source Sets	OCLC
Language	English
Detected Language	English