Optimal venture capital entry-exit strategy with jump-diffusion risk
Si Zuo, Haijun Wang
| Year of publication: |
2025
|
|---|---|
| Authors: | Zuo, Si ; Wang, Haijun |
| 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. 102359, p. 1-16
|
| Subject: | Double exponential jump-diffusion process | Growth options | Real options | Start-ups | Venture capital | Risikokapital | Realoptionsansatz | Real options analysis | Unternehmensgründung | Business start-up | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Stochastischer Prozess | Stochastic process | Investitionsentscheidung | Investment decision | 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.2024.102359 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015372572