Pages that link to "Item:Q5953352"

The following pages link to Real (investment) options with multiple sources of rare events (Q5953352):

Displaying 18 items.

• Venture capital, staged financing and optimal funding policies under uncertainty (Q322450) (← links)
• Evaluating pharmaceutical R\&D under technical and economic uncertainty (Q421539) (← links)
• Valuation of \(N\)-stage investments under jump-diffusion processes (Q429535) (← links)
• Real options valuation of forest plantation investments in Brazil (Q439395) (← links)
• Operational asset replacement strategy: a real options approach (Q531459) (← links)
• Valuing the flexibility of investing in security process innovations (Q948666) (← links)
• A path-dependent contingent-claims approach to capacity investments (Q1044172) (← links)
• Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of \(\mathrm{CO}_2\) and fuel-switching (Q1699079) (← links)
• Analytical solution for an investment problem under uncertainties with shocks (Q1751925) (← links)
• A real options game of alliance timing decisions in biopharmaceutical research and development (Q1753672) (← links)
• A stochastic model with interacting managerial operating options and debt rescheduling (Q1754234) (← links)
• Revisiting corporate growth options in the presence of state-dependent cashflow risk (Q1926736) (← links)
• Earnouts in mergers and acquisitions: a game-theoretic option pricing approach (Q1927012) (← links)
• Investment decisions in finite-lived monopolies (Q1994630) (← links)
• Equilibrium approach of asset pricing under Lévy process (Q2253386) (← links)
• On the estimation of regime-switching Lévy models (Q2691688) (← links)
• (Q4999383) (← links)
• Investment strategies of duopoly firms with asymmetric time-to-build under a jump-diffusion model (Q6182688) (← links)