SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
On optimal timing of investment when cost components are additive and follow geometric diffusions
4 references·3 citing·28 second hop
On optimal timing of investment when cost components are additive and follow geometric diffusions (1992)On optimal timing of investment when cost…Stochastic Differential Equations—An Introduction With Applications (2006)Stochastic Differential Equat…Stochastic Differential Equations: An Introduction with Applications. (1987)Stochastic Differential Equat…A Note on the Convergence of Binomial-Pricing and Compound-Option Models (1987)A Note on the Convergence of …The Value of Waiting to Invest (1982)The Value of Waiting to InvestOptimal Time to Exchange Two Baskets (2011)Optimal Time to Exchange Two …Acquisition of Project-Specific Assets with Bayesian Updating (2011)Acquisition of Project-Specif…Sequential American Exchange Property Options (2007)Sequential American Exchange …Theory of Rational Option Pricing (1973)Option pricing when underlying stock returns are discontinuous (1976)Irreversibility, Uncertainty, and Cyclical Investment (1980)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Uncertainty about Government Policy and Stock Prices (2012)Fluctuations in Uncertainty (2014)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)Optimal time to invest when the price processes are geometric Brownian motions (1998)A harmonic function technique for the optimal stopping of diffusions (2011)Option pricing: A simplified approach (1979)Pricing and Hedging American Options: A Recursive Integration Method (1996)The Valuation of American Options with Stochastic Interest Rates: A Generalization of the Geske-Johnson Technique (1997)Theory of rational option pricing (2005)Richardson extrapolation techniques for the pricing of American‐style options (2007)The Economic Implications of Learning by Doing (1962)The Economic Implications of Learning by Doing (1971)Fostering breakthrough technologies — How do optimal funding decisions depend on evaluation accuracy? (2015)Impact of Bayesian Learning and Externalities on Strategic Investment (2015)A Theoretical Analysis of the Lean Start-up Method (2021)MULTI-DIMENSIONAL DIFFUSION PROCESSES (1980)Stochastic Integration and Differential Equations (1990)Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation (2004)An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations (2009)Stochastic Differential Equations (2014)A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk (1997)The dynamics of stochastic volatility: evidence from underlying and options markets (2003)Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk (2012)
this work references cited by second hop

References

  • 1987Stochastic Differential Equations: An Introduction with Applications.4,034 cited
  • 1982The Value of Waiting to Invest3,606 cited
  • 2006Stochastic Differential Equations—An Introduction With Applications1,732 cited
  • 1987A Note on the Convergence of Binomial-Pricing and Compound-Option Models67 cited

Cited by

  • 2011Acquisition of Project-Specific Assets with Bayesian Updating27 cited
  • 2007Sequential American Exchange Property Options17 cited
  • 2011Optimal Time to Exchange Two Baskets15 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work