The valuation of real options for risky barrier to entry with hybrid stochastic and local volatility and stochastic investment costs
Donghyun Kim, Yong Hyun Shin, Ji-Hun Yoon
| Year of publication: |
2024
|
|---|---|
| Authors: | Kim, Donghyun ; Shin, Yong Hyun ; Yoon, Ji-Hun |
| Subject: | Asymptotic analysis | Hybrid stochastic and local volatility | Real options | Stochastic investment costs | Realoptionsansatz | Real options analysis | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Markteintritt | Market entry |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2023.102058 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014491977