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  • Search: subject:"phase-specific volatility"
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Year of publication
Subject
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R&D 1 compound option model 1 phase-specific volatility 1 real options 1
Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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Undetermined 1
Author
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Cassimon, Danny 1 Engelen, Peter-Jan 1 Yordanov, Vilimir 1
Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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MPRA Paper 1
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RePEc 1
Showing 1 - 1 of 1
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Compound Real Option Valuation with Phase-Specific Volatility: a Multi-phase Mobile Payments Case Study
Cassimon, Danny; Engelen, Peter-Jan; Yordanov, Vilimir - Volkswirtschaftliche Fakultät, … - 2011
), we extend this model to allow for phase-specific volatility estimates, while preserving the closed-form solution of the …
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