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
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| Authors: | Kim, Donghyun ; Shin, Yong Hyun ; Yoon, Ji-Hun |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 70.2024, Art.-No. 102058, p. 1-16
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| Subject: | Asymptotic analysis | Hybrid stochastic and local volatility | Real options | Stochastic investment costs | Stochastischer Prozess | Stochastic process | Experiment | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Realoptionsansatz | Real options analysis | Black-Scholes-Modell | Black-Scholes model |
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