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Learning, Pricing, Timing and Hedging of the Option to Invest for Perpetual Cash Flows With Idiosyncratic Risk

Journal of Mathematical Economics - Netherlands
doi 10.1016/j.jmateco.2014.02.009
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Abstract

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Categories
Applied MathematicsEconomicsEconometrics
Date

March 1, 2014

Authors
Dandan SongHuamao WangZhaojun Yang
Publisher

Elsevier BV


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