Hedging entry and exit decisions: Activating and deactivating barrier options.

Gauthier, Laurent. "Hedging entry and exit decisions: Activating and deactivating barrier options.." Journal of Applied Mathematics and Decision Sciences 6.1 (2002): 51-70. <http://eudml.org/doc/122632>.

@article{Gauthier2002,
author = {Gauthier, Laurent},
journal = {Journal of Applied Mathematics and Decision Sciences},
keywords = {real options; investment projects; entry or exit decision; barrier options; switch options; Brownian meander},
language = {eng},
number = {1},
pages = {51-70},
publisher = {Hindawi Publishing Corporation, New York},
title = {Hedging entry and exit decisions: Activating and deactivating barrier options.},
url = {http://eudml.org/doc/122632},
volume = {6},
year = {2002},
}

TY - JOUR
AU - Gauthier, Laurent
TI - Hedging entry and exit decisions: Activating and deactivating barrier options.
JO - Journal of Applied Mathematics and Decision Sciences
PY - 2002
PB - Hindawi Publishing Corporation, New York
VL - 6
IS - 1
SP - 51
EP - 70
LA - eng
KW - real options; investment projects; entry or exit decision; barrier options; switch options; Brownian meander
UR - http://eudml.org/doc/122632
ER -