Optimal timing for the sale of an indivisible asset with jumps : a numerical approach
Bader Alhashel
| 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 | Optionspreistheorie | Option pricing theory | Realoptionsansatz | Real options analysis | Unvollkommener Markt | Incomplete market | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Zeit | Time |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010503434