A neural network approach to value R&D compound american exchange option
Giovanni Villani
| Year of publication: |
2022
|
|---|---|
| Authors: | Villani, Giovanni |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 60.2022, 1, p. 305-324
|
| Subject: | Monte Carlo simulation | Neural network | R&D investments | Real options | Neuronale Netze | Neural networks | Experiment | Monte-Carlo-Simulation | Realoptionsansatz | Real options analysis | Optionspreistheorie | Option pricing theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-021-10150-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013262680