Real option games with stochastic volatility
This thesis presents several real option models to address investment-timing deci- sion problems in various scenarios. The traditional NPV method only considers the difference between the future cash flow and the cost of a project, but ignores the future risk of the project. The concept of an Americ...
Main Author: | Huang, Bing (Author) |
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Other Authors: | Cao, Jiling (Contributor), Chung, Hyuck (Contributor) |
Format: | Others |
Published: |
Auckland University of Technology,
2014-11-12T02:24:45Z.
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Subjects: | |
Online Access: | Get fulltext |
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