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

From MaRDI portal
Created claim: Wikidata QID (P12): Q115549917, #quickstatements; #temporary_batch_1704695633138
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1080/14697688.2017.1328560 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3126090715 / rank
 
Normal rank
Property / cites work
 
Property / cites work: CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK / rank
 
Normal rank
Property / cites work
 
Property / cites work: Investment Timing Under Incomplete Information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Investment Under Uncertainty with Stochastically Switching Profit Streams: Entry and Exit over the Business Cycle. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Irreversible investment with regime shifts / rank
 
Normal rank
Property / cites work
 
Property / cites work: Closed-Form Solutions for Perpetual American Put Options with Regime Switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal portfolio choice for unobservable and regime-switching mean returns / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comment on “Investment Timing Under Incomplete Information” / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Jump-Diffusion Model for Option Pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Real options and preemption under incomplete information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4139359 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal stopping for a diffusion with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consumption utility-based pricing and timing of the option to invest with partial information / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 12:45, 20 July 2024

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

    Statements

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

    Identifiers