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Quantitative Finance Volume 19, 2019 - Issue 6
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Research Papers

Real options under a double exponential jump-diffusion model with regime switching and partial information

Pengfei LuoSchool of Finance and Statistics, Hunan University, Changsha, China.View further author information
,
Jie XiongDepartment of Mathematics, University of Macau, Macau, China.View further author information
,
Jinqiang YangShanghai Key Laboratory of Financial Information Technology, School of Finance, Shanghai University of Finance and Economics, Shanghai, China.View further author information
&
Zhaojun YangDepartment of Finance, Southern University of Science and Technology, Shenzhen, China.Correspondence[email protected]
View further author information
Pages 1061-1073 | Received 28 May 2016, Accepted 28 Apr 2017, Published online: 20 Jul 2017

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