Threshold-Type Policies for Real Options Using Regime-Switching Models

2012 ◽  
Vol 3 (1) ◽  
pp. 667-689 ◽  
Author(s):  
Alain Bensoussan ◽  
ZhongFeng Yan ◽  
G. Yin
Keyword(s):  
Real Options ◽  
Regime Switching ◽  
Regime Switching Models ◽  
Switching Models

scholarly journals Option Pricing and Hedging for Discrete Time Regime-Switching Models

2017 ◽  
Vol 08 (08) ◽  
pp. 1005-1032 ◽  
Author(s):  
Bruno Rémillard ◽  
Alexandre Hocquard ◽  
Hugo Lamarre ◽  
Nicolas Papageorgiou
Keyword(s):  
Option Pricing ◽  
Discrete Time ◽  
Regime Switching ◽  
Regime Switching Models ◽  
Switching Models ◽  
Time Regime
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