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Applying jump-diffusion processes to liquidate and convert venture capital

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  • Tyrone Lin
  • Chuan-Chuan Ko
  • Chia-Wen Chang

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  • Tyrone Lin & Chuan-Chuan Ko & Chia-Wen Chang, 2010. "Applying jump-diffusion processes to liquidate and convert venture capital," Quality & Quantity: International Journal of Methodology, Springer, vol. 44(5), pages 817-832, August.
    • Handle: RePEc:spr:qualqt:v:44:y:2010:i:5:p:817-832
    DOI: 10.1007/s11135-007-9081-7
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    References listed on IDEAS

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    1. Didier Cossin & Benoît Leleux & Entela Saliasi, 2002. "Understanding the Economic Value of Legal Covenants in Investment Contracts: A Real-Options Approach to Venture Equity Contracts," Swiss Finance Institute Research Paper Series rp63, Swiss Finance Institute.
    2. Bascha, Andreas & Walz, Uwe, 2001. "Convertible securities and optimal exit decisions in venture capital finance," Journal of Corporate Finance, Elsevier, vol. 7(3), pages 285-306, September.
    3. Avinash K. Dixit & Robert S. Pindyck, 1994. "Investment under Uncertainty," Economics Books, Princeton University Press, edition 1, number 5474.
    4. Mason, Colin M. & Harrison, Richard T., 2002. "Is it worth it? The rates of return from informal venture capital investments," Journal of Business Venturing, Elsevier, vol. 17(3), pages 211-236, May.
    5. Tyrone Lin & Chuan-Chuan Ko & Chien-Yi Liao, 2006. "Applying Game Options in a Loan Exit Model," Quality & Quantity: International Journal of Methodology, Springer, vol. 40(4), pages 561-575, August.
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