Narrow search
Showing 1 - 10 of 567,806
Cover Image
The planting real option in cash rent valuation
Du, Xiaodong; Hennessy, David A. - 2008
Persistent link: https://www.econbiz.de/10003716599
Cover Image
Computational methods in financial engineering : essays in honour of Manfred Gilli
Kontoghiorghes, Erricos John (ed.); Gilli, Manfred (honouree) - 2008
Persistent link: https://www.econbiz.de/10003635732
Cover Image
A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni; Engle, Robert F.; Mancini, Loriano - In: The review of financial studies 21 (2008) 3, pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
Cover Image
An introduction to computational finance
Uǧur, Ömür - 2009
Persistent link: https://www.econbiz.de/10003742360
Cover Image
Efficient quasi-Monte simulations for pricing high-dimensional path-dependent options
Sabino, Piergiacomo - In: Decisions in economics and finance : DEF ; a journal of … 32 (2009) 1, pp. 49-65
Persistent link: https://www.econbiz.de/10003835862
Cover Image
An algorithm for simulating Bermudan option prices on simulated asset prices
Huge, Brian Norsk; Rom-Poulsen, Nils - In: The journal of derivatives : the official publication … 14 (2007) 4, pp. 64-85
Persistent link: https://www.econbiz.de/10003498958
Cover Image
Correcting for simulation bias in Monte Carlo methods to value exotic options in models driven by Lévy processes
Ribeiro, Claudia; Webber, Nick - In: Applied mathematical finance 13 (2006) 4, pp. 333-352
Persistent link: https://www.econbiz.de/10003396211
Cover Image
Tools for computational finance
Seydel, Rüdiger - 2006 - 3. ed.
Persistent link: https://www.econbiz.de/10003301721
Cover Image
Valuing modularity as a real option
Gamba, Andrea; Fusari, Nicola - 2009
We provide a general valuation approach for capital budgeting decisions involving the modularization of a system. Within the framework developed by Baldwin and Clark (2000), we implement an approach using a numerical procedure based on the Least Squares Monte Carlo method proposed by Longstaff...
Persistent link: https://www.econbiz.de/10003962024
Cover Image
The planting real option in cash rent valuation
Du, Xiaodong; Hennessy, David A. - In: Applied economics 44 (2012) 4/6, pp. 765-776
Persistent link: https://www.econbiz.de/10009532031