The valuation of multidimensional American real options using the LSM simulation method
Year of publication: |
2008
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Authors: | Cortazar, Gonzalo ; Gravet, Miguel ; Urzua, Jorge |
Published in: |
Computers & operations research : and their applications to problems of world concern ; an international journal. - Oxford [u.a.] : Elsevier, ISSN 0305-0548, ZDB-ID 194012-0. - Vol. 35.2008, 1, p. 113-129
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Subject: | Realoptionsansatz | Real options analysis | Simulation | Rohstoffwirtschaft | Resources sector | Theorie | Theory |
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