Optimal timing for the sale of an indivisible asset with jumps : a numerical approach
Year of publication: |
2015
|
---|---|
Authors: | Alhashel, Bader |
Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 31.2015, 1, p. 255-264
|
Subject: | Real Assets | Real Options | Incomplete Markets | Jump-Diffusion Process | Numerical | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Realoptionsansatz | Real options analysis | Unvollkommener Markt | Incomplete market | Volatilität | Volatility |
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