Valuating new product development project with a stochastic volatility model
Year of publication: |
November 2016
|
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Authors: | Hu, Chengru ; Jun, Chulhee ; Foley, Maggie |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 6.2016, 5, p. 975-1001
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Subject: | Real Option | Strategic Flexibility | New Product Development | Stochastic Volatility | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Produktentwicklung | New product development | Realoptionsansatz | Real options analysis | Innovation |
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