Evaluation of Investment/ Operation Values by Using Dynamic Models Including Jump Diffusion Processes as Risk Factors Based on Real Option Approaches and Its Applications - Collections

＜departmental bulletin paper＞
Evaluation of Investment/ Operation Values by Using Dynamic Models Including Jump Diffusion Processes as Risk Factors Based on Real Option Approaches and Its Applications

Creator	Author PID K003666 Creator Name 儲, 梅芬 Chu, Meifen チュウ, メイフン Affiliation Affiliation Name 九州大学大学院経済学府 Graduate School of Economics, Kyushu University
Language	Japanese
Publisher	九州大学大学院経済学会
Publisher	Kyushu Daigaku Daigakuin Keizaigakukai
Date	2006-07
Source Title	The Keizai Ronkyu
Vol	125
First Page	41
Last Page	56
Publication Type	Version of Record
Access Rights	open access
JaLC DOI	https://doi.org/10.15017/3000401
Table of Contents	1　まえがき 2　投資・事業に関連した企業間取引リスク 3　動的計画法によるリアルオプション評価 4　ジャンプ過程を含む変動要因で記述される事業モデル 5　応用例 6　むすび

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