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Real RD options with timetolearn and leamingbydoing
Return distributions of strategic growth options
9 other sections not shown
analysis approach approximation Asian option Asset Pricing asymmetric information average best CV bond Brownian motion computed conditional mean control action cost covariance data set decision density depreciation policy diffusion discount bond discrete DTSMs dynamic Editors entrant equilibrium expected shortfall Financial firm forecasting GARCH models geometric Brownian motion impact incomplete information incumbent incumbent's interest rate changes investment investor Journal of Finance kurtosis learning-by-doing level-0 log-likelihood Macaulay duration maturity maximum likelihood estimates measure methods nonlinear normal distribution observations optimal option value Panel paper parameters payoff performance portfolio Poulsen preempted present value probability problem real options return distribution risk sample Section short rate simulated skewness solution specification stacked models standard deviation statistics stochastic Support Vector Machine Symmetric Table tax revenue term structure Theorem Theory threshold uncertainty University unobservable variables vector Wiener process yield yield curve