Real options under a double exponential jump-diffusion model with regime switching and partial information (Q5234331): Difference between revisions

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Latest revision as of 12:45, 20 July 2024

scientific article; zbMATH DE number 7110454
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English
Real options under a double exponential jump-diffusion model with regime switching and partial information
scientific article; zbMATH DE number 7110454

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    Real options under a double exponential jump-diffusion model with regime switching and partial information (English)
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    26 September 2019
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    real options
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    partial information
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    information value
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    double exponential jump-diffusion process
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