Max O. Souza

UFF - Universidade Federal Fluminense - Instituto de Matemática e Estatística

Rua Prof. Marcos Waldemar de Freitas Reis, S/N

Blocos G e H, Campus do Gragoatá,

Niterói, Rio de Janeiro 24210-201

Brazil

http://www.professores.uff.br/msouza

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Scholarly Papers (1)

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Real Option Pricing with Mean-Reverting Investment and Project Value

Jaimungal, Sebastian, Max O. De Souza, and Jorge P. Zubelli. "Real option pricing with mean-reverting investment and project value." The European Journal of Finance 19.7-8 (2013): 625-644.
Number of pages: 28 Posted: 17 Oct 2010 Last Revised: 27 Apr 2015
University of Toronto - Department of Statistics, UFF - Universidade Federal Fluminense - Instituto de Matemática e Estatística and Instituto de Matematica Pura e Aplicada (IMPA)
Downloads 404 (93,641)

Abstract:

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Real Options, Mean-Reverting, Investment under Uncertainty, Uncertain Costs