Real options under a double exponential jump-diffusion model with regime switching and partial information (Q5234331): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
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 |
Revision as of 02:38, 20 March 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