Pricing renewable identification numbers under uncertainty
Year of publication: |
2022
|
---|---|
Authors: | Afkhami, Mohamad ; Ghoddusi, Hamed |
Published in: |
Quantitative finance. - London : Taylor & Francis, ISSN 1469-7696, ZDB-ID 2027557-2. - Vol. 22.2022, 4, p. 725-742
|
Subject: | Embedded options | Least square Monte Carlo | Renewable identification numbers | Spread options | Optionspreistheorie | Option pricing theory | Monte-Carlo-Simulation | Monte Carlo simulation | Kleinste-Quadrate-Methode | Least squares method |
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