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

Jin Liang, Ming Yang, Lishang Jiang. A Closed-Form Solution for the Exercise Strategy in a Real Options Model with a Jump-Diffusion Process. SIAM Journal of Applied Mathematics, 73(1):549-571, 2013. [doi]

Authors

Jin Liang

This author has not been identified. Look up 'Jin Liang' in Google

Ming Yang

This author has not been identified. Look up 'Ming Yang' in Google

Lishang Jiang

This author has not been identified. Look up 'Lishang Jiang' in Google