Staged venture capital investment considering unexpected major events

DOI10.1155/2017/9427285zbMath1405.91685OpenAlexW2591680896WikidataQ59143339 ScholiaQ59143339MaRDI QIDQ2398792

Yanyan Li

Publication date: 21 August 2017

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2017/9427285

zbMATH Keywords

Brownian motionoption pricejump-diffusion modelmulti-staged financingventure capital investment

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Corporate finance (dividends, real options, etc.) (91G50)

Cites Work

• Venture capital, staged financing and optimal funding policies under uncertainty
• Evaluating pharmaceutical R\&D under technical and economic uncertainty
• Dynamic contracting under imperfect public information and asymmetric beliefs
• Option pricing when underlying stock returns are discontinuous
• Mathematics of Speculative Price

This page was built for publication: Staged venture capital investment considering unexpected major events