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Real options with constant relative risk aversion

Journal of Economic Dynamics and Control, 27(2): 329--355, 2002.
Authors: Vicky Henderson and David G. Hobson
URL: http://www.sciencedirect.com/science/article/B6V85-46SVXBT-8/1/209c88192fbf7a0173ffc2d3966cbeb8
Tags: Non-traded assets
| URL | BibTeX  
@article{Henderson2002,
title = {Real options with constant relative risk aversion},
author = {Vicky Henderson and David G. Hobson},
journal = {Journal of Economic Dynamics and Control},
month = {Dec},
number = {2},
pages = {329--355},
url = {http://www.sciencedirect.com/science/article/B6V85-46SVXBT-8/1/209c88192fbf7a0173ffc2d3966cbeb8},
volume = {27},
year = {2002},
keywords = {Non-traded assets }
}