Real-option valuation in multiple dimensions using poisson optional stopping times
Year of publication: |
2020
|
---|---|
Authors: | Lange, Rutger-Jan ; Ralph, Daniel ; Støre, Kristian |
Published in: |
Journal of financial and quantitative analysis : JFQA. - Seattle, Wash. : [Verlag nicht ermittelbar], ISSN 1756-6916, ZDB-ID 2010249-5. - Vol. 55.2020, 2, p. 653-677
|
Subject: | Realoptionsansatz | Real options analysis | Levy-Prozess | Levy process |
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