Investment under uncertainty and volatility estimation risk
Author:
Affiliation:
1. Essex Finance Centre, Essex Business School, Essex University , Colchester, CO4 3SQ, UK
2. Department of Management Science and Technology, Athens University of Economics and Business , 47A Evelpidon Street, Athens, GR, 113 62, Greece
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/13504851.2011.570697
Reference8 articles.
1. The impact of variance estimation in option valuation models
2. Evaluating Natural Resource Investments
3. Estimating volatility and dividend yield when valuing real options to invest or abandon
4. Investment under Uncertainty
5. Statistical tests of contingent-claims asset-pricing models
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