INVESTMENT UNDER UNCERTAINTY - DIXIT,AK, PINDYCK,RS

被引：2025

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 [J].

BLACK, F ;

SCHOLES, M .

[2] CONSISTENT REGULATORY POLICY UNDER UNCERTAINTY [J].

BRENNAN, MJ ;

SCHWARTZ, ES .

BELL JOURNAL OF ECONOMICS, 1982, 13 (02) :506-521

[3] AN INTERTEMPORAL GENERAL EQUILIBRIUM-MODEL OF ASSET PRICES [J].

COX, JC ;

INGERSOLL, JE ;

ROSS, SA .

[4]

Dixit AK, 1994, INVESTMENT UNCERTAIN

[5] THEORY OF RATIONAL OPTION PRICING [J].

MERTON, RC .

BELL JOURNAL OF ECONOMICS, 1973, 4 (01) :141-183

[6] INTERTEMPORAL CAPITAL ASSET PRICING MODEL [J].

MERTON, RC .