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

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10614-011-9273-z
+Normal rank
@@ Property / OpenAlex ID @@
+W2091460158
@@ Property / OpenAlex ID: W2091460158 / rank @@
+Normal rank
@@ Property / cites work @@
+The quintessential option pricing formula under Lévy processes
+Normal rank
@@ Property / cites work @@
+Q3447357
@@ Property / cites work: Q3447357 / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Valuation of R\&D sequential exchange options using Monte Carlo approach
+Normal rank
@@ Property / cites work @@
+Valuing Modularity as a Real Option
@@ Property / cites work: Valuing Modularity as a Real Option / rank @@
+Normal rank
@@ Property / cites work @@
+Changes of numéraire, changes of probability measure and option pricing
+Normal rank
@@ Property / cites work @@
+The compound option approach to American options on jump-diffusions
+Normal rank
@@ Property / cites work @@
+Martingales and arbitrage in multiperiod securities markets
+Normal rank
@@ Property / cites work @@
+The generalized sequential compound options pricing and sensitivity analysis
+Normal rank
@@ Property / cites work @@
+Real (investment) options with multiple sources of rare events
+Normal rank
@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+Normal rank
@@ Property / cites work @@
+Optimal stopping and perpetual options for Lévy processes
+Normal rank
@@ Property / cites work @@
+The option value of advanced R\&D
@@ Property / cites work: The option value of advanced R\&D / rank @@
+Normal rank
@@ Property / cites work @@
+Evaluating pharmaceutical R\&D under technical and economic uncertainty
+Normal rank
@@ Property / cites work @@
+Numerical analysis on binomial tree methods for a jump-diffusion model.
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:429535