Model-free analysis of real option exercise probability and timing
Year of publication: |
2023
|
---|---|
Authors: | Kang, Sang Baum ; Létourneau, Pascal |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 23.2023, 10, p. 1531-1544
|
Subject: | Capital Investment | Exercise Probability | Financial Options | Real Options | Stochastic Dominance | Experiment | Realoptionsansatz | Real options analysis | Optionspreistheorie | Option pricing theory | Wahrscheinlichkeitsrechnung | Probability theory |
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