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Questions tagged [discount]

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Continuum limit of a weighted mean of heterogeneous discount factors

I try to find the limit of the following expression of a weighted mean of a series of discount rate $\rho_{i}$ Here is the expression ; $$\rho_{\eta}\left(t\right)=\frac{\sum_{i}^{N}\rho_{i}\left(\...
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discount function with logarithm

I have a function f(x) in which there is log function $f(x)=log(1+ax)-bxg(x)$ I need a discount function g(x) with which the function f(x) is concave and the value of x is not too complex. I ...
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Net Present Value with investments in multiple phases

I am trying to calculate the Net Present Value for a theoretical project in which, unlike most examples in textbooks and on internet tutorials, investments do not only happen in t=0, but they also ...