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

Jin LiangMing YangLishang Jiang
Published in: SIAM J. Appl. Math. (2013)
Keyphrases
  • knowledge base
  • probability distribution
  • real world
  • genetic algorithm
  • case study
  • cooperative
  • user interface
  • game theory
  • stochastic model