Closed-form solution to a real option problem with regime switching (Q2661548): Difference between revisions
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| Property / cites work: Threshold-Type Policies for Real Options Using Regime-Switching Models / rank | |||
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| Property / cites work: Optimal stopping with random intervention times / rank | |||
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| Property / cites work: INVESTMENT TIMING UNDER REGIME SWITCHING / rank | |||
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| Property / cites work: Investment timing, debt structure, and financing constraints / rank | |||
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| Property / cites work: Real options in operations research: a review / rank | |||
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Latest revision as of 22:07, 24 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Closed-form solution to a real option problem with regime switching |
scientific article |
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Closed-form solution to a real option problem with regime switching (English)
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7 April 2021
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finance
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real option
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investment timing
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regime switching
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illiquidity
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