Real options maximizing survival probability under incomplete markets
Year of publication: |
2019
|
---|---|
Authors: | Jiang, Jinglu ; Mu, Congming ; Peng, Juan ; Yang, Jinqiang |
Subject: | Entrepreneur | Implied option value | Incomplete markets | Portfolio choice | Real options | Survival probability | Realoptionsansatz | Real options analysis | Unvollkommener Markt | Incomplete market | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Risiko | Risk | Wahrscheinlichkeitsrechnung | Probability theory |
-
Investment timing and implied option value for risk-aversion entrepreneurs under macroeconomic risk
Tan, Yingxian, (2024)
-
Optimal timing for the sale of an indivisible asset with jumps : a numerical approach
Alhashel, Bader, (2015)
-
Strategic technology adoption and hedging under incomplete markets
Leippold, Markus, (2014)
- More ...
-
Dynamic liquidity management with asymmetric adjustment costs
Yuan, Liuchuang, (2023)
-
Investment-based optimal capital structure
Jiang, Jinglu, (2019)
-
The impact of debt restructuring on firm investment : evidence from China
Jiang, Jinglu, (2019)
- More ...