Firm Decisions under Jump-Diffusive Dynamics

descriptionPublicationkeyboard_double_arrow_right Article , Research , Other literature type 01 Jan 2019 English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068,

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Authors: Deopa, Neha; Rinaldo, Daniele;

doi: 10.2139/ssrn.3357701 , 10.71609/iheid-6ry0-ac35

handle: 10419/201700

Firm Decisions under Jump-Diffusive Dynamics

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Abstract

Graduate Institute of International and Development Studies Working Paper ; no. 04/2019

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Keywords

partial irreversibility, real options, ddc:330, firm investment, C61, C62, jump diffusions, D8, uncertainty, D21, D22

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