search query: @indexterm Noise / total: 23
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| Author: | Childs, P. D. Ott, S. H. Riddiough, T. J. |
| Title: | Valuation and information acquisition policy for claims written on noisy real assets |
| Journal: | Financial Management
2001 : SUMMER, VOL. 30:2, p. 45-75 |
| Index terms: | ASSET VALUATION ASSETS CONTINGENT CLAIMS INFORMATION NOISE |
| Language: | eng |
| Abstract: | The authors study contingent claims written on real assets, whose values are observed with noise, and the acquisition of information to improve irreversible exercise decisions. They determine the conditional expected asset value and show that it can depend on historical observed values. |
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