An Algorithm for the Pricing and Timing of the Option to make a Two-Stage Investment with Credit Guarantees
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DOI: 10.1007/s10614-021-10220-8
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- Dong, Linjia & Yang, Zhaojun, 2023. "Investment and financing analysis for a venture capital alternative," Economic Modelling, Elsevier, vol. 126(C).
- Dong, Linjia & Nishihara, Michi & Yang, Zhaojun, 2023. "Two-stage investment, loan guarantees and share buybacks," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
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Keywords
Entrepreneurship; Guarantee-investment mode; Growth options; Jump-diffusion; Algorithms;All these keywords.
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