Tang, Qi; Haidar, Haidar; Minsky, Bernard; Thapar, Rishi - In: Journal of Financial Transformation 34 (2012), pp. 175-181
In this paper, we study the option valuation of S-shaped assets. S-shaped assets are frequently encountered in technological developments, grant funding of research projects, and to a degree, hedge funds and stop-loss controlled trend-following investment vehicles. We conclude that the quantity...