A Closed-Form Solution for the Exercise Strategy in a Real Options Model with a Jump-Diffusion Process (Q4923341)
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scientific article; zbMATH DE number 6171247
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| English | A Closed-Form Solution for the Exercise Strategy in a Real Options Model with a Jump-Diffusion Process |
scientific article; zbMATH DE number 6171247 |
Statements
A Closed-Form Solution for the Exercise Strategy in a Real Options Model with a Jump-Diffusion Process (English)
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6 June 2013
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jump-diffusion model
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free boundary problem
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real options
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analytical solution
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0.88867915
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0.8859904
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0.8853079
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0.8847487
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0.88010526
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0.87972915
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0.8764462
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0.8739253
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0.87324893
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