2011•SSRN Electronic JournalOpen access

On the Investment-Uncertainty Relationship in a Real Option Model with Stochastic Volatility

Sai Hung Marten Ting, Christian‐Oliver Ewald, Wen-Kai Wang

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Key concepts: Stochastic volatility, Volatility (finance), Economics, SABR volatility model, Econometrics, Implied volatility, Financial economics, Volatility smile

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