A note on (dis)investment options and perpetuities under CIR interest rates

Simple item page
dc.contributor.authorLarguinho, Manuela
dc.contributor.authorDias, José Carlos
dc.contributor.authorBraumann, Carlos A.
dc.date.accessioned2014-02-03T17:53:04Z
dc.date.available2014-02-03T17:53:04Z
dc.date.issued2013
dc.description.abstractIn this chapter, we discuss alternative ways of computing the oprions to invest in and divest from an investment project in a CIR economy (Cox et al., Ecomometrica 53(2): 385-408, 1985). Moreover, different methods of determining CIR perpetuities will also be analysed.por
dc.identifier.authoremailmlarguinho@iscac.pt
dc.identifier.authoremailjose.carlos.dias@iscte.pt
dc.identifier.authoremailbraumann@uevora.pt
dc.identifier.citationLarguinho, M.; Dias, J.C.; Braumann, C.A. (2013). A note on (dis)investment options and perpetuities under CIR interest rates. In Recent Developments in Modeling and Applications in Statistics. Oliveira, P.E.; Graça Temido, M.; Henriques, C.; Vichi, M. (Eds.), Springer, p. 203-211por
dc.identifier.doi10.1007/978-3-642-32419-2_21
dc.identifier.scientificarea336por
dc.identifier.sharewithMAT - Publicações - Capítulos de Livrospor
dc.identifier.urihttp://hdl.handle.net/10174/10501
dc.language.isoporpor
dc.publisherSpringer - Verlagpor
dc.rightsopenAccesspor
dc.subjectCIR modelpor
dc.subjectInterest ratespor
dc.subjectInvestment optionspor
dc.subjectDesinvestment optionspor
dc.subjectPerpetuitiespor
dc.titleA note on (dis)investment options and perpetuities under CIR interest ratespor
dc.typebookPartpor

Files

Original bundle

Now showing 1 - 1 of 1
Thumbnail Image
Name:
__link.springer.com_static-content_lookinside_715_chp%253A.pdf
Size:
104.79 KB
Format:
Adobe Portable Document Format
Download

License bundle

Now showing 1 - 1 of 1
Thumbnail Image
Name:
license.txt
Size:
3.89 KB
Format:
Item-specific license agreed upon to submission
Description:
Download

Collections

CIMA - Publicações - Capítulos de Livros
driver
MAT - Publicações - Capítulos de Livros