Timing options for a startup with early termination and competition risks
From MaRDI portal
Publication:3119648
DOI10.3233/RDA-170120zbMath1409.91240arXiv1601.03962MaRDI QIDQ3119648
Publication date: 12 March 2019
Published in: Risk and Decision Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1601.03962
60G40: Stopping times; optimal stopping problems; gambling theory
91G20: Derivative securities (option pricing, hedging, etc.)
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