Storage options valuation using multilevel trees and calendar spreads
Mihaela Manoliu
| Year of publication: |
2004
|
|---|---|
| Authors: | Manoliu, Mihaela |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 7.2004, 4, p. 425-464
|
| Subject: | Lager | Storage facility | Optionspreistheorie | Option pricing theory | Realoptionsansatz | Real options analysis |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002108799