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