The valuation of real options for risky barrier to entry with hybrid stochastic and local volatility and stochastic investment costs-Reference-Cited by-同舟云学术

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The valuation of real options for risky barrier to entry with hybrid stochastic and local volatility and stochastic investment costs

Published:2024-01 Issue: Volume:70 Page:102058
ISSN:1062-9408
Container-title:The North American Journal of Economics and Finance
language:en
Short-container-title:The North American Journal of Economics and Finance

Author:

Kim Donghyun,Shin Yong Hyun^ORCID,Yoon Ji-Hun

Funder

Ministry of Science, ICT and Future Planning

National Research Foundation of Korea

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference36 articles.

1. Real option in action: An example of flexible decision making at a mine operational level;Ajak;Resources Policy,2015

2. The pricing of European options under the constant elasticity of variance with stochastic volatility;Bock;Fluctuation and Noise Letters,2013

3. On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach;Brandt;Journal of Financial Economics,2004

4. Economic significance of predictable variations in stock index returns;Breen;Journal of Finance,1989

5. An equilibrium model of bond pricing and a test of market efficiency;Brennan;The Journal of Financial and Quantitative Analysis,1982

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