Work

Pricing real options under the constant elasticity of variance diffusion

Year: 2010

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.20468

Authors: José Carlos Dias, João Pedro Vidal Nunes

Institutions: Instituto Superior de Contabilidade e Administração de Coimbra, Iscte – Instituto Universitário de Lisboa, ISCTE Business School

Language: English

Topic: Capital Investment and Risk Analysis

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2017205283

FWCI: 5.572

Cites: 50

Cited by: 37

Related to: 10