Model-free analysis of real option exercise probability and timing
Sang Baum Kang and Pascal Létourneau
| Year of publication: |
2023
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|---|---|
| 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
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| Subject: | Capital Investment | Exercise Probability | Financial Options | Real Options | Stochastic Dominance | Realoptionsansatz | Real options analysis | Optionspreistheorie | Option pricing theory | Wahrscheinlichkeitsrechnung | Probability theory | Stochastischer Prozess | Stochastic process | Entscheidung unter Unsicherheit | Decision under uncertainty | Investitionsentscheidung | Investment decision | Optionsgeschäft | Option trading | Monte-Carlo-Simulation | Monte Carlo simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2023.2243995 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014419176