Investment opportunity strategy in a double-mean-reverting 4/2 stochastic volatility environment
Jiling Cao, Jeong-Hoon Kim, Wenqiang Liu, Wenjun Zhang
| Year of publication: |
2025
|
|---|---|
| Authors: | Cao, Jiling ; Kim, Jeong-Hoon ; Liu, Wenqiang ; Zhang, WenJun |
| Subject: | 4/2 stochastic volatility | Double-mean-reversion | Free boundary | Investment opportunity | Real option | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Realoptionsansatz | Real options analysis | Stochastischer Prozess | Stochastic process | Investitionsentscheidung | Investment decision | Auslandsinvestition | Foreign investment | Investition | Investment |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102358 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015372122