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]
@article{LiangYJ13,
title = {A Closed-Form Solution for the Exercise Strategy in a Real Options Model with a Jump-Diffusion Process},
author = {Jin Liang and Ming Yang and Lishang Jiang},
year = {2013},
doi = {10.1137/11082871X},
url = {http://dx.doi.org/10.1137/11082871X},
researchr = {https://researchr.org/publication/LiangYJ13},
cites = {0},
citedby = {0},
journal = {SIAM Journal of Applied Mathematics},
volume = {73},
number = {1},
pages = {549-571},
}