Extent: | Online-Ressource (XIV, 104 p. 15 illus, online resource) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Includes bibliographical references Empirical Analysis of Statistical Commodity Price PropertiesStochastic Volatility, Jump Diffusion, and Lévy Processes -- Real Options Valuation Using Monte Carlo Simulation and the Longstaff-Schwartz Method. |
ISBN: | 978-3-658-07493-7 ; 978-3-658-07492-0 |
Other identifiers: | 10.1007/978-3-658-07493-7 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012819114