"A Closed-Form Solution for the Exercise Strategy in a Real Options Model ..."

Jin Liang, Ming Yang, Lishang Jiang (2013)

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DOI: 10.1137/11082871X

access: closed

type: Journal Article

metadata version: 2020-05-20

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Jin Liang, Ming Yang, Lishang Jiang:
A Closed-Form Solution for the Exercise Strategy in a Real Options Model with a Jump-Diffusion Process. SIAM J. Appl. Math. 73(1): 549-571 (2013)

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