Author Page for Pengfei Luo

Real Options under a Double Exponential Jump-Diffusion Model with Regime Switching and Partial Information

Number of pages: 34 Posted: 14 Jun 2010 Last Revised: 27 Oct 2015

Pengfei Luo, Jie Xiong, Jinqiang Yang and Zhaojun Yang

Hunan University - School of Finance and Statistics, University of Macau, Shanghai University of Finance and Economics and Southern University of Science and Technology - Department of Finance

Downloads 334 (139,909)

Citation 3

Abstract:

2.

Learning, timing and pricing of the option to invest with loan guarantees

Number of pages: 48 Posted: 07 Sep 2019 Last Revised: 06 Feb 2022

Pengfei Luo, Huamao Wang and Zhaojun Yang

Hunan University - School of Finance and Statistics, University of Kent - Kent Business School and Southern University of Science and Technology - Department of Finance

Downloads 136 (322,139)

Citation 2

Abstract:

3.

Investment and Financing for SMEs with a Partial Guarantee and Jump Risk

Asian Finance Association (AsianFA) 2015 Conference Paper

Number of pages: 24 Posted: 08 Feb 2015

Pengfei Luo, Huamao Wang and Zhaojun Yang

Hunan University - School of Finance and Statistics, University of Kent - Kent Business School and Southern University of Science and Technology - Department of Finance

Downloads 132 (329,621)

Citation 6

Abstract:

4.

Real Option Duopolies with Quasi-hyperbolic Discounting

Journal of Economic Dynamics and Control, Forthcoming

Number of pages: 34 Posted: 13 Jun 2018 Last Revised: 23 Dec 2019

Pengfei Luo, Yuan Tian and Zhaojun Yang

Hunan University - School of Finance and Statistics, Faculty of Economics, Ryukoku University and Southern University of Science and Technology - Department of Finance

Downloads 99 (404,225)

Abstract:

5.

Investment and Financing for Cash Flow Discounted with Group Diversity

Number of pages: 26 Posted: 30 Nov 2017 Last Revised: 19 May 2018

Pengfei Luo and Zhaojun Yang

Hunan University - School of Finance and Statistics and Southern University of Science and Technology - Department of Finance

Downloads 85 (445,239)

Abstract:

6.

Dynamic Optimal Restructuring Policies Under Debt Renegotiation with Positive Externalities

Number of pages: 36 Posted: 27 Mar 2019

Yingxian Tan, Pengfei Luo, Jinqiang Yang and Aifan Ling

Hunan University - School of Finance and Statistics, Hunan University - School of Finance and Statistics, Shanghai University of Finance and Economics and School of Finance,Jiangxi University of Finance & Economics

Downloads 69 (500,933)

Abstract:

7.

Real Options and Contingent Convertibles with Regime Switching

Number of pages: 25 Posted: 25 Jan 2016

Pengfei Luo and Zhaojun Yang

Hunan University - School of Finance and Statistics and Southern University of Science and Technology - Department of Finance

Downloads 64 (520,848)

Citation 3

Abstract:

8.

Growth Option and Debt Maturity with Equity Default Swaps in a Regime-Switching Framework

Macroeconomic Dynamics, Forthcoming

Number of pages: 31 Posted: 27 Jul 2017

Pengfei Luo and Zhaojun Yang

Hunan University - School of Finance and Statistics and Southern University of Science and Technology - Department of Finance

Downloads 54 (564,748)

Citation 2

Pengfei Luo

Hunan University - School of Finance and Statistics

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Scholarly Papers (8)

Real Options under a Double Exponential Jump-Diffusion Model with Regime Switching and Partial Information

Abstract:

Learning, timing and pricing of the option to invest with loan guarantees

Abstract:

Investment and Financing for SMEs with a Partial Guarantee and Jump Risk

Abstract:

Real Option Duopolies with Quasi-hyperbolic Discounting

Abstract:

Investment and Financing for Cash Flow Discounted with Group Diversity

Abstract:

Dynamic Optimal Restructuring Policies Under Debt Renegotiation with Positive Externalities

Abstract:

Real Options and Contingent Convertibles with Regime Switching

Abstract:

Growth Option and Debt Maturity with Equity Default Swaps in a Regime-Switching Framework

Abstract: