Real options approach for fashionable and perishable products using stock loan with regime switching
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Publication:1699173
DOI10.1007/s10479-015-1887-4zbMath1415.91307OpenAlexW323182655MaRDI QIDQ1699173
Xun Li, Chun-Hung Chiu, Shui-Hung Hou, Wei Liu
Publication date: 16 February 2018
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-015-1887-4
Stopping times; optimal stopping problems; gambling theory (60G40) Derivative securities (option pricing, hedging, etc.) (91G20) Corporate finance (dividends, real options, etc.) (91G50)
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