INVESTMENT UNDER UNCERTAINTY - DIXIT,AK, PINDYCK,RS

被引：1998

作者：

SCHWARTZ, ES

机构：

来源：

关键词：

D O I：

10.2307/2329279

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1924 / 1928

页数：5

共 6 条

[1] PRICING OF OPTIONS AND CORPORATE LIABILITIES
BLACK, F
SCHOLES, M
[J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654
[2] CONSISTENT REGULATORY POLICY UNDER UNCERTAINTY
BRENNAN, MJ
SCHWARTZ, ES
[J]. BELL JOURNAL OF ECONOMICS, 1982, 13 (02): : 506 - 521
[3] AN INTERTEMPORAL GENERAL EQUILIBRIUM-MODEL OF ASSET PRICES
COX, JC
INGERSOLL, JE
ROSS, SA
[J]. ECONOMETRICA, 1985, 53 (02) : 363 - 384
[4] Dixit AK, 1994, INVESTMENT UNCERTAIN
[5] THEORY OF RATIONAL OPTION PRICING
MERTON, RC
[J]. BELL JOURNAL OF ECONOMICS, 1973, 4 (01): : 141 - 183
[6] INTERTEMPORAL CAPITAL ASSET PRICING MODEL
MERTON, RC
[J]. ECONOMETRICA, 1973, 41 (05) : 867 - 887