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My bibliography Save this articleThe valuation of real options for risky barrier to entry with hybrid stochastic and local volatility and stochastic investment costs
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DOI: 10.1016/j.najef.2023.102058
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More about this item
Keywords
Real options; Hybrid stochastic and local volatility; Stochastic investment costs; Asymptotic analysis;All these keywords.
JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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