Real Options Adoption with Poisson Price, Quantity, and Policy Uncertainty Jumps

A unifying methodology is presented, which jointly considers correlated Brownian motion processes with Poisson jumps in both revenue and policy. The methodology is unique in considering price and quantity as geometric Brownian motion processes with jumps following a Poisson process in revenue from market shocks and policy uncertainty

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Year of publication:	[2022]
Authors:	Wetzstein, Michael ; Zhao, Andrea ; Colson, Gregory ; Wetzstein, Hazel
Publisher:	[S.l.] : SSRN
Subject:	Realoptionsansatz \| Real options analysis \| Stochastischer Prozess \| Stochastic process \| Risiko \| Risk \| Optionspreistheorie \| Option pricing theory

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Extent:	1 Online-Ressource (13 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: EL53769
Other identifiers:	10.2139/ssrn.4022961 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

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