This paper investigates the effects of modifying a real option's characteristics on its holding value and optimal exercise decision using quantile-preserving spreads and stochastic dominance. We sh...

中文翻译：

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实物期权行权概率和时机的无模型分析

本文研究了修改实物期权的特征对其持有价值和使用分位数保留利差和随机优势的最优执行决策的影响。我们...