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Investment Hysteresis and Hitting Time for Mean-Reverting CIR Diffusions
José Carlos Dias
(Dias, J.C.);
Shackleton, M. B (Shackleton, M. B);
Event Title
13th International Conference on Real Options
Year (definitive publication)
2009
Language
English
Country
Spain
More Information
--
Abstract
--
Acknowledgements
--
Keywords
--
Publication Identifiers
Ciência-IUL ID
ci-pub-10465
Other Publication Details
Peer Reviewed
Yes
Dissemination Mean
Digital
City
Santiago, Spain
Event Type
Conference
Event Classification
International
Event Presentation Type
Oral Presentation
Publication Date (online)
Publication Date (print)
Português
