REAL OPTIONS WITH PRICED REGIME-SWITCHING RISK
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Publication:2853377
DOI10.1142/S0219024913500283zbMath1280.91186OpenAlexW2165072345MaRDI QIDQ2853377
Turalay Kenc, John Driffill, Martin Sola
Publication date: 21 October 2013
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024913500283
Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Corporate finance (dividends, real options, etc.) (91G50) Applications of continuous-time Markov processes on discrete state spaces (60J28)
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