"Closed-form solution to a real option problem with regime switching."

Michi Nishihara (2020)

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DOI: 10.1016/J.ORL.2020.08.013

access: closed

type: Journal Article

metadata version: 2022-12-07

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Michi Nishihara:
Closed-form solution to a real option problem with regime switching. Oper. Res. Lett. 48(6): 703-707 (2020)

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