Closed-form solution to a real option problem with regime switching
Year of publication: |
2020
|
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Authors: | Nishihara, Michi |
Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 48.2020, 6, p. 703-707
|
Subject: | Finance | Real option | Investment timing | Regime switching | Illiquidity | Realoptionsansatz | Real options analysis | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Investitionsentscheidung | Investment decision |
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