1. Repositório Aberto da Universidade do Porto
  2. FEP - Faculdade de Economia
  3. FEP - Artigo em Livro de Atas de Conferência Internacional
Please use this identifier to cite or link to this item: https://hdl.handle.net/10216/70702
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DC FieldValueLanguage
dc.creatorFernando A.C.C. Fontes
dc.creatorDalila B.M.M. Fontes
dc.date.accessioned2022-09-10T00:02:40Z-
dc.date.available2022-09-10T00:02:40Z-
dc.date.issued2007
dc.identifier.othersigarra:51217
dc.identifier.urihttps://hdl.handle.net/10216/70702-
dc.language.isoeng
dc.relation.ispartofWorkshop on Mathematical Control Theory and Finance
dc.rightsopenAccess
dc.rights.urihttps://creativecommons.org/licenses/by-nc/4.0/
dc.subjectEconomia e gestão
dc.subjectEconomics and Business
dc.titleOptimal investment timing using jump price processes: A real options approach
dc.typeArtigo em Livro de Atas de Conferência Internacional
dc.contributor.uportoFaculdade de Economia
dc.subject.fosCiências sociais::Economia e gestão
dc.subject.fosSocial sciences::Economics and Business
Appears in Collections:FEP - Artigo em Livro de Atas de Conferência Internacional

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