Staged venture capital investment considering unexpected major events
DOI10.1155/2017/9427285zbMATH Open1405.91685OpenAlexW2591680896WikidataQ59143339 ScholiaQ59143339MaRDI QIDQ2398792FDOQ2398792
Authors: Yanyan Li 
Publication date: 21 August 2017
Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2017/9427285
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
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)
Cites Work
- Evaluating pharmaceutical R\&D under technical and economic uncertainty
- Option pricing when underlying stock returns are discontinuous
- Venture capital, staged financing and optimal funding policies under uncertainty
- Dynamic contracting under imperfect public information and asymmetric beliefs
- Mathematics of Speculative Price
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