Optimal hitting time and perpetual option in a non-Lévy model: application to real options (Q3590749)
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scientific article; zbMATH DE number 5186224
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| English | Optimal hitting time and perpetual option in a non-Lévy model: application to real options |
scientific article; zbMATH DE number 5186224 |
Statements
Optimal hitting time and perpetual option in a non-Lévy model: application to real options (English)
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3 September 2007
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optimal stopping time
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perpetual American option
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point process
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real option
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0.8768223
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0.8516798
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0.85165834
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0.8485772
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0.8483169
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0.8469339
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0.84422535
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