Optimal hitting time and perpetual option in a non-Lévy model: application to real options
DOI10.1239/AAP/1183667621zbMATH Open1132.60035OpenAlexW2236063524MaRDI QIDQ3590749FDOQ3590749
Authors: Pauline Barrieu, Nadine Bellamy 
Publication date: 3 September 2007
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aap/1183667621
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Cites Work
- Choosing among alternative discrete investment projects under uncertainty
- Title not available (Why is that?)
- Title not available (Why is that?)
- Optimal Stopping and the American Put
- Title not available (Why is that?)
- Title not available (Why is that?)
- Optimal stopping and perpetual options for Lévy processes
- Pricing Perpetual Options for Jump Processes
- Pricing American put options on defaultable bonds
- Pricing American currency options in an exponential Lévy model
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