A parameter based approach to single factor stochastic process selection for real options applications
Author:
Affiliation:
1. IAG Business School, Pontifical Catholic University of Rio de Janeiro, Rio de Janeiro, Brazil
2. Economics Department/GESEL, Federal University of Rio de Janeiro, Rio de Janeiro, Brazil
Funder
Conselho Nacional de Desenvolvimento Científico e Tecnológico
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior
Fundação Carlos Chagas Filho de Amparo à Pesquisa do Estado do Rio de Janeiro
Publisher
Informa UK Limited
Subject
Economics, Econometrics and Finance (miscellaneous)
Link
https://www.tandfonline.com/doi/pdf/10.1080/1351847X.2021.1895859
Reference46 articles.
1. Stochastic Oil Price Models: Comparison and Impact
2. Flexibility as a source of value in the production of alternative fuels: The ethanol case
3. PROJECT VALUATION WITH MEAN-REVERTING CASH FLOW STREAMS
4. The Pricing of Options and Corporate Liabilities
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