Real option valuation using Weibull distribution: a new framework for depreciation risk management

Seok Bin Ko

Journal of Derivatives and Quantitative Studies: 선물연구, 2025, vol. 33, issue 2, 110-130

Abstract: Keywords: Car leases, Real option valuation, Put option formula, Weibull distribution, Left-skewed distribution

Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:eme:jdqspp:jdqs-10-2024-0041

DOI: 10.1108/JDQS-10-2024-0041

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