Calibration of a basket option model applied to company valuation
Year of publication: |
2002
|
---|---|
Authors: | Wörner, Stefan ; Racheva-Iotova, Boryana ; Stoyanov, Stoyan |
Published in: |
Mathematical Methods of Operations Research. - Springer. - Vol. 55.2002, 2, p. 247-263
|
Publisher: |
Springer |
Subject: | real options | basket options | valuation | stable distributions |
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