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
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| Authors: | Cao, Jiling ; Kim, Jeong-Hoon ; Liu, Wenqiang ; Zhang, WenJun |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 76.2025, Art.-No. 102358, p. 1-30
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| 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 |
| 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