Valuing R & D Investments With A Jump-Diffusion Process
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Bibliographic InfoPaper provided by Dipartimento Scienze Economiche, Universita' di Bologna in its series Working Papers with number 569.
Date of creation: 2006
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This paper has been announced in the following NEP Reports:
- NEP-ALL-2006-09-03 (All new papers)
- NEP-INO-2006-09-03 (Innovation)
- NEP-KNM-2006-09-03 (Knowledge Management & Knowledge Economy)
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- Gukhal, C.R.Chandrasekhar Reddy, 2004. "The compound option approach to American options on jump-diffusions," Journal of Economic Dynamics and Control, Elsevier, vol. 28(10), pages 2055-2074, September.
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