Real Option Valuation with Stochastic Interest Rate and Stochastic Volatility
Abstract. Real options are one of the most interesting research topics in Finance since 1977 Stewart C. Myers from MIT Sloan School of Management published his pioneering article on this subject in the Journal of Financial Economics. Real options are techniques for supporting capital budgeting decis...
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| Format: | Article |
| Language: | Indonesian |
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Universitas Islam Bandung
2019-11-01
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| Series: | Matematika |
| Online Access: | https://ejournal.unisba.ac.id/index.php/matematika/article/view/5138 |