Threshold-Type Policies for Real Options Using Regime-Switching Models
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Finance,Numerical Analysis
Link
http://epubs.siam.org/doi/pdf/10.1137/110833300
Reference16 articles.
1. Real Options Games in Complete and Incomplete Markets with Several Decision Makers
2. Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure
3. Two centuries of bull and bear market cycles
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