Real option pricing under the regime-switching model with jumps on a finite time horizon (Q6569140)
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scientific article; zbMATH DE number 7878262
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| English | Real option pricing under the regime-switching model with jumps on a finite time horizon |
scientific article; zbMATH DE number 7878262 |
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Real option pricing under the regime-switching model with jumps on a finite time horizon (English)
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8 July 2024
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irreversible investment decision problem
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finite time horizon
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real option
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regime-switching jump-diffusion model
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2-step backward differentiation formula
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operator splitting method
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0.7904832363128662
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0.7820580005645752
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0.7721417546272278
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0.7658396363258362
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0.7649058699607849
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