Pages that link to "Item:Q4923341"
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The following pages link to A Closed-Form Solution for the Exercise Strategy in a Real Options Model with a Jump-Diffusion Process (Q4923341):
Displaying 8 items.
- Valuation of \(N\)-stage investments under jump-diffusion processes (Q429535) (← links)
- Closed-form optimal strategies of continuous-time options with stochastic differential equations (Q1674900) (← links)
- Investment timing and capacity choice in duopolistic competition under a jump-diffusion model (Q2120595) (← links)
- Irreversible investment under Lévy uncertainty: an equation for the optimal boundary (Q2806358) (← links)
- A pricing method for multi-stage causal compound options following a jump-diffusion process (Q2860638) (← links)
- REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING (Q2968279) (← links)
- Optimal Investment Timing for Carbon Emission Reduction Technology with a Jump-Diffusion Process (Q5163683) (← links)
- Investment strategies of duopoly firms with asymmetric time-to-build under a jump-diffusion model (Q6182688) (← links)
