Jie Xiong

University of Macau

P.O. Box 3001

Macau

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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
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
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Abstract:

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Real options, Partial information, Information value, Double exponential jump-diffusion process