Valuing the option to invest when the underlying uncertainty follows a Markov process

Bibliographic Details
Main Authors: Driffill, John, Solá, Martín
Corporate Authors: Instituto Torcuato Di Tella, Universidad Torcuato Di Tella
Format: Book
Published: Buenos Aires Inst. Torcuato Di Tella noviembre 1997
Series:Serie seminarios n. 31/1997
Subjects: