Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate
Michele Bufalo, Antonio Di Bari, Giovanni Villani
| Year of publication: |
2022
|
|---|---|
| Authors: | Bufalo, Michele ; Di Bari, Antonio ; Villani, Giovanni |
| Published in: |
Annals of finance. - Heidelberg : Springer, ISSN 1614-2454, ZDB-ID 2172262-6. - Vol. 18.2022, 2, p. 247-266
|
| Subject: | Compound real options approach | Down-and-out barrier option | Wind farm projects | Realoptionsansatz | Real options analysis | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Windenergieanlage | Wind turbine | Zins | Interest rate | Volatilität | Volatility |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10436-021-00403-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013278984