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A Closed-Form Solution for the Exercise Strategy in a Real Options Model with a Jump-Diffusion Process

✍ Scribed by Liang, Jin; Yang, Ming; Jiang, Lishang

Book ID: 120235658
Publisher: Society for Industrial and Applied Mathematics
Year: 2013
Tongue: English
Weight: 351 KB
Volume: 73
Category: Article
ISSN: 0036-1399
DOI: 10.1137/11082871X

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