Real (investment) options with multiple sources of rare events (Q5953352): Difference between revisions

@@ 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 @@
+Q4035100
@@ Property / cites work: Q4035100 / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
+Normal rank
@@ Property / cites work @@
+Martingales of Wiener and Poisson Processes
@@ Property / cites work: Martingales of Wiener and Poisson Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q5286671
@@ Property / cites work: Q5286671 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Discounted Stochastic Control for Diffusion Processes
+Normal rank
@@ Property / cites work @@
+Probability methods for approximations in stochastic control and for elliptic equations
+Normal rank
@@ Property / cites work @@
+Numerical Methods for Stochastic Control Problems in Continuous Time
+Normal rank
@@ Property / cites work @@
+Approximations for functionals and optimal control problems on jump diffusion processes
+Normal rank
@@ Property / cites work @@
+Reliability (and Fault Tree) Analysis Using Expert Opinions
+Normal rank
@@ Property / cites work @@
+An Intertemporal Capital Asset Pricing Model
@@ Property / cites work: An Intertemporal Capital Asset Pricing Model / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+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 leases with complex operating options
@@ Property / cites work: Evaluating leases with complex operating options / rank @@
+Normal rank