A SIMULATION APPROACH TO THE VALUATION OF CAPITAL BUDGETING PROJECTS INCORPORATING A DEFER OPTION
Year of publication: |
2004-11
|
---|---|
Authors: | Guardiola, Jorge ; Falcó, Antonio |
Institutions: | Instituto Valenciano de Investigaciones Económicas (IVIE) |
Subject: | Least Squares Monte Carlo | opción de espera | movimiento geométrico Browniano | proyecto de inversión. Least Squares Monte Carlo | defer option | geometric Brownian motion | investment project |
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