Article ID: | iaor20103977 |
Volume: | 2009 |
Issue: | 1 |
Start Page Number: | 299 |
End Page Number: | 344 |
Publication Date: | Sep 2009 |
Journal: | Proceedings of the 10th Symposium on OR (Slovenia) (SOR '09) |
Keywords: | financial, investment |
Cross-countries capital market development;market valuation with the Ohlson model;delta hedging;Markov chains in bonus systems;real option analysis.