The simplest American and real option approximations : Geske-Johnson interpolation in maturity and yield
Year of publication: |
2003
|
---|---|
Authors: | Chung, San-Lin ; Shackleton, Mark B. |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 10.2003, 11, p. 709-716
|
Subject: | Theorie | Theory | Realoptionsansatz | Real options analysis |
-
Economic incentives for carbon dioxide storage under uncertainty : a real options analysis
Narita, Daiju, (2015)
-
Kroniger, Daniel, (2013)
-
Smith, Marcus, (2018)
- More ...
-
Efficient quadrature and node positioning for exotic option valuation
Chung, San-lin, (2010)
-
Generalised Geske-Johnson interpolation of option prices
Chung, San-Lin, (2007)
-
On the use and improvement of Hull and White's control variate technique
Chung, San-Lin, (2005)
- More ...