Optimal hitting time and perpetual option in a non-Lévy...

Optimal hitting time and perpetual option in a non-Lévy model: application to real options

Barrieu, P., Bellamy, N.
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Volume:
39
Language:
english
Journal:
Advances in Applied Probability
DOI:
10.1017/s0001867800001865
Date:
June, 2007
File:
PDF, 186 KB
english, 2007
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