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Proceedings Paper

Time-dependent volatility multistage compound real option model and application
Author(s): Pu Gong; Zhi-wei He
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Proc. SPIE 5848, Noise and Fluctuations in Econophysics and Finance, ; doi: 10.1117/12.609903
Show Author Affiliations
Pu Gong, Huazhong Univ. of Science and Technology (China)
Zhi-wei He, Huazhong Univ. of Science and Technology (China)


Published in SPIE Proceedings Vol. 5848:
Noise and Fluctuations in Econophysics and Finance
Derek Abbott; Jean-Philippe Bouchaud; Xavier Gabaix; Joseph L. McCauley, Editor(s)

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