Staged venture capital investment considering unexpected major events

DOI10.1155/2017/9427285MaRDI QIDQ2398792zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 21 August 2017

Published in Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2017/9427285

zbMATH Keywords

Brownian motionjump-diffusion modeloption pricemulti-staged financingventure capital investment

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Corporate finance (dividends, real options, etc.) (91G50)

Recommendations

• Venture capital, staged financing and optimal funding policies under uncertainty
• Optimizing venture capital investments in a jump diffusion model
• Valuation of N-stage investments under jump-diffusion processes
• Optimal Sequential Investment Decision-Making with Jump Risk
• Investment timing and capacity choice in duopolistic competition under a jump-diffusion model

Cites work

• Dynamic contracting under imperfect public information and asymmetric beliefs
• Evaluating pharmaceutical R\&D under technical and economic uncertainty
• Mathematics of Speculative Price
• Option pricing when underlying stock returns are discontinuous
• Venture capital, staged financing and optimal funding policies under uncertainty

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