dc.contributor.author | Lange, Rutger-Jan | |
dc.contributor.author | Ralph, Daniel | |
dc.contributor.author | Støre, Kristian | |
dc.date.accessioned | 2020-05-18T08:35:44Z | |
dc.date.available | 2020-05-18T08:35:44Z | |
dc.date.created | 2019-01-17T12:37:57Z | |
dc.date.issued | 2019 | |
dc.identifier.citation | Lange, R.-J., Ralph, D. & Støre, K. (2020). Real-option valuation in multiple dimensions using Poisson optional stopping times. Journal of Financial and Quantitative Analysis, 55(2), 653-677. doi: | en_US |
dc.identifier.issn | 1756-6916 | |
dc.identifier.uri | https://hdl.handle.net/11250/2654732 | |
dc.description | Author's accepted version (postprint). | en_US |
dc.description | This is an Accepted Manuscript of an article published by Cambridge University Press in Journal of Financial and Quantitative Analysis on 15/01/2019. | |
dc.description | Available online: https://www.cambridge.org/core/services/aop-cambridge-core/content/view/0A74BBDB87AE7BB2E97A58BFC876526A/S0022109019000048a.pdf/realoption_valuation_in_multiple_dimensions_using_poisson_optional_stopping_times.pdf | |
dc.language.iso | eng | en_US |
dc.publisher | Cambridge University Press | en_US |
dc.rights | Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal | * |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/deed.no | * |
dc.title | Real-option valuation in multiple dimensions using Poisson optional stopping times | en_US |
dc.type | Peer reviewed | en_US |
dc.type | Journal article | en_US |
dc.description.version | acceptedVersion | en_US |
dc.subject.nsi | VDP::Matematikk og Naturvitenskap: 400::Informasjons- og kommunikasjonsvitenskap: 420::Matematisk modellering og numeriske metoder: 427 | en_US |
dc.subject.nsi | VDP::Samfunnsvitenskap: 200::Økonomi: 210 | en_US |
dc.source.pagenumber | 653-677 | en_US |
dc.source.volume | 55 | en_US |
dc.source.journal | Journal of Financial and Quantitative Analysis | en_US |
dc.source.issue | 2 | en_US |
dc.identifier.doi | 10.1017/S0022109019000048 | |
dc.identifier.cristin | 1659257 | |