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2019 [1]
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英語English [1]
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Quantitative Fin... [1]
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Real options under a double exponential jump-diffusion model with regime switching and partial information
Journal article
Luo, Pengfei, Xiong, Jie, Yang, Jinqiang, Yang, Zhaojun. Real options under a double exponential jump-diffusion model with regime switching and partial information[J]. Quantitative Finance, 2019, 19(6), 1061-1073.
Authors:
Luo, Pengfei
;
Xiong, Jie
;
Yang, Jinqiang
;
Yang, Zhaojun
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TC[WOS]:
11
TC[Scopus]:
10
IF:
1.5
/
2.2
|
Submit date：2022/05/17
Double Exponential Jump-diffusion Process
Information Value
Partial Information
Real Options
