Pengfei Luo

Hunan University - School of Finance and Statistics

Shijiachong Road 109#

Changsha, Hunan 410079

China

SCHOLARLY PAPERS

8

DOWNLOADS

849

SSRN CITATIONS
Rank 40,504

SSRN RANKINGS

Top 40,504

in Total Papers Citations

15

CROSSREF CITATIONS

3

Scholarly Papers (8)

1.

Real Options under a Double Exponential Jump-Diffusion Model with Regime Switching and Partial Information

Number of pages: 34 Posted: 14 Jun 2010 Last Revised: 27 Oct 2015
Hunan University - School of Finance and Statistics, University of Macau, Shanghai University of Finance and Economics and Southern University of Science and Technology - Department of Finance
Downloads 322 (129,237)
Citation 4

Abstract:

Loading...

Real options, Partial information, Information value, Double exponential jump-diffusion process

2.

Investment and Financing for SMEs with a Partial Guarantee and Jump Risk

Asian Finance Association (AsianFA) 2015 Conference Paper
Number of pages: 24 Posted: 08 Feb 2015
Pengfei Luo, Huamao Wang and Zhaojun Yang
Hunan University - School of Finance and Statistics, University of Kent - Kent Business School and Southern University of Science and Technology - Department of Finance
Downloads 122 (309,209)
Citation 6

Abstract:

Loading...

Guarantee level, Investment and financing, Real options, Double exponential jump-diffusion process

3.

Learning, timing and pricing of the option to invest with loan guarantees

Number of pages: 48 Posted: 07 Sep 2019 Last Revised: 06 Feb 2022
Pengfei Luo, Huamao Wang and Zhaojun Yang
Hunan University - School of Finance and Statistics, University of Kent - Kent Business School and Southern University of Science and Technology - Department of Finance
Downloads 95 (366,164)
Citation 2

Abstract:

Loading...

Real options, Alternative CDS, Asymmetric information, Bayesian learning, Signaling game.

4.

Real Option Duopolies with Quasi-hyperbolic Discounting

Journal of Economic Dynamics and Control, Forthcoming
Number of pages: 34 Posted: 13 Jun 2018 Last Revised: 23 Dec 2019
Pengfei Luo, Yuan Tian and Zhaojun Yang
Hunan University - School of Finance and Statistics, Faculty of Economics, Ryukoku University and Southern University of Science and Technology - Department of Finance
Downloads 85 (392,229)

Abstract:

Loading...

option game; duopoly competition; time-inconsistent preferences; preemptive investment

5.

Investment and Financing for Cash Flow Discounted with Group Diversity

Number of pages: 26 Posted: 30 Nov 2017 Last Revised: 19 May 2018
Pengfei Luo and Zhaojun Yang
Hunan University - School of Finance and Statistics and Southern University of Science and Technology - Department of Finance
Downloads 75 (421,415)

Abstract:

Loading...

Investment and financing; weighted discounting; group diversity; time-inconsistent; agency costs.

6.

Dynamic Optimal Restructuring Policies Under Debt Renegotiation with Positive Externalities

Number of pages: 36 Posted: 27 Mar 2019
Hunan University - School of Finance and Statistics, Hunan University - School of Finance and Statistics, Shanghai University of Finance and Economics and School of Finance,Jiangxi University of Finance & Economics
Downloads 56 (488,411)

Abstract:

Loading...

Debt renegotiation; Positive externalities; Dynamic capital structure; Asset substitution

7.

Real Options and Contingent Convertibles with Regime Switching

Number of pages: 25 Posted: 25 Jan 2016
Pengfei Luo and Zhaojun Yang
Hunan University - School of Finance and Statistics and Southern University of Science and Technology - Department of Finance
Downloads 52 (504,814)
Citation 3

Abstract:

Loading...

Real options; contingent convertibles; regime switching; agency cost; debt overhang

8.

Growth Option and Debt Maturity with Equity Default Swaps in a Regime-Switching Framework

Macroeconomic Dynamics, Forthcoming
Number of pages: 31 Posted: 27 Jul 2017
Pengfei Luo and Zhaojun Yang
Hunan University - School of Finance and Statistics and Southern University of Science and Technology - Department of Finance
Downloads 42 (550,324)
Citation 2

Abstract:

Loading...

Growth Option; Equity Default Swaps; Business Cycle