Valuation of \(N\)-stage investments under jump-diffusion processes (Q429535): Difference between revisions

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+The quintessential option pricing formula under Lévy processes
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+Q3447357
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+The Pricing of Options and Corporate Liabilities
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+Valuation of R\&D sequential exchange options using Monte Carlo approach
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+Valuing Modularity as a Real Option
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+Changes of numéraire, changes of probability measure and option pricing
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+The compound option approach to American options on jump-diffusions
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+Martingales and arbitrage in multiperiod securities markets
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+The generalized sequential compound options pricing and sensitivity analysis
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+Real (investment) options with multiple sources of rare events
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+Option pricing when underlying stock returns are discontinuous
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+Optimal stopping and perpetual options for Lévy processes
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+The option value of advanced R\&D
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+Evaluating pharmaceutical R\&D under technical and economic uncertainty
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+Numerical analysis on binomial tree methods for a jump-diffusion model.
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