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~person:"Ewald, Christian-Olivier"
~person:"Gan, Liu"
~person:"Luo, Pengfei"
~person:"Nishihara, Michi"
~subject:"Double exponential jump-diffusion process"
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Double exponential jump-diffusion process
Real options analysis
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Ewald, Christian-Olivier
Gan, Liu
Luo, Pengfei
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Yang, Zhaojun
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Yang, Jinqiang
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European journal of operational research : EJOR
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Quantitative finance
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Real options under a double exponential jump-diffusion model with regime switching and partial information
Luo, Pengfei
;
Xiong, Jie
;
Yang, Jinqiang
;
Yang, Zhaojun
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 1061-1073
Persistent link: https://www.econbiz.de/10012194743
Saved in:
2
Investment and financing for SMEs with a partial guarantee and jump risk
Luo, Pengfei
;
Wang, Huamao
;
Yang, Zhaojun
- In:
European journal of operational research : EJOR
249
(
2016
)
3
,
pp. 1161-1168
Persistent link: https://www.econbiz.de/10011439328
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