Closed-form solution to a real option problem with regime switching
Michi Nishihara
| Year of publication: |
2020
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|---|---|
| Authors: | Nishihara, Michi |
| Published in: |
Operations research letters. - Amsterdam [u.a.] : Elsevier, ISSN 0167-6377, ZDB-ID 720735-9. - Vol. 48.2020, 6, p. 703-707
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| Subject: | Finance | Real option | Investment timing | Regime switching | Illiquidity | Realoptionsansatz | Real options analysis | Optionspreistheorie | Option pricing theory | Investitionsentscheidung | Investment decision | Markov-Kette | Markov chain |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.orl.2020.08.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012430068