Strategic asset valuation and higher stochastic moments : an adjusted black-scholes model
Year of publication: |
2015
|
---|---|
Authors: | Milanesi, Gastón ; Pesce, Gabriela ; El Alabi, Emilio |
Published in: |
Journal of contemporary management : JMC. - Toronto : Better Advances Press, ISSN 1929-0128, ZDB-ID 2837237-2. - Vol. 4.2015, 3, p. 95-106
|
Subject: | Strategic Asset | Asymmetry | Kurtosis | Edgeworth Expansion | Continuous Time | Real Option | Firm Valuation | Black-Scholes Model | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Portfolio-Management | Portfolio selection | Realoptionsansatz | Real options analysis | CAPM | Unternehmensbewertung | Firm valuation | Volatilität | Volatility |
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