Valuating new product development project with a stochastic volatility model
Chengru Hu, Chulhee Jun, Maggie Foley
| Year of publication: |
November 2016
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|---|---|
| Authors: | Hu, Chengru ; Jun, Chulhee ; Foley, Maggie |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 6.2016, 5, p. 975-1001
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| Subject: | Real Option | Strategic Flexibility | New Product Development | Stochastic Volatility | Produktentwicklung | New product development | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Realoptionsansatz | Real options analysis | Innovation | Optionspreistheorie | Option pricing theory | Innovationsmanagement | Innovation management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2016.65064 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011658165