Optimal timing of investments modeled as perpetual American options in a Levy market
Ini Adinya and G.O.S. Ekhaguere
Year of publication: |
2022
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Authors: | Adinya, Ini ; Ekhaguere, G. O. S. |
Published in: |
International journal of financial engineering. - Singapore [u.a.] : World Scientific, ISSN 2424-7944, ZDB-ID 2832512-6. - Vol. 9.2022, 1, Art.-No. 2150025, p. 1-27
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Subject: | infinitesimal generators | investment | Levy processes | optimal stopping | real options | Stochastischer Prozess | Stochastic process | Suchtheorie | Search theory | Optionspreistheorie | Option pricing theory | Realoptionsansatz | Real options analysis |
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