Real options under a double exponential jump-diffusion model with regime switching and partial information
Pengfei Luo, Jie Xiong, Jinqiang Yang and Zhaojun Yang
| Year of publication: |
2019
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|---|---|
| Authors: | Luo, Pengfei ; Xiong, Jie ; Yang, Jinqiang ; Yang, Zhaojun |
| Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 19.2019, 6, p. 1061-1073
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| Subject: | Double exponential jump-diffusion process | Information value | Partial information | Real options | Realoptionsansatz | Real options analysis | Optionspreistheorie | Option pricing theory | Unvollkommene Information | Incomplete information | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2017.1328560 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194743