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51
American option valuation methods
Zhao, Jinsha
- In:
International journal of economics and finance
10
(
2018
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011861003
Saved in:
52
A semi-closed form approximation of arbitrage‑free call option price surface
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
63
(
2024
)
4
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10014549032
Saved in:
53
A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
Saved in:
54
Simulated Greeks for American options
Letourneau, Pascal
;
Stentoft, Lars
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 653-676
Persistent link: https://www.econbiz.de/10014304303
Saved in:
55
The value of switching inputs in a biodiesel production plant
Brandão, Luiz Eduardo Teixeira
;
Penedo, Gilberto Master
; …
- In:
The European journal of finance
19
(
2013
)
7/8
,
pp. 674-688
Persistent link: https://www.econbiz.de/10010244742
Saved in:
56
Alternative Monte Carlo
simulation
models and the growth option with jumps
Alonso Bonis, Susana
;
Azofra Palenzuela, Valentín
; …
- In:
Investment management and financial innovations
10
(
2013
)
3
,
pp. 19-29
Persistent link: https://www.econbiz.de/10010201517
Saved in:
57
Real option valuation of power transmission investments by stochastic
simulation
Pringles, Rolando
;
Olsina, Fernando
;
Garcés, Francisco
- In:
Energy economics
47
(
2015
),
pp. 215-226
Persistent link: https://www.econbiz.de/10011527490
Saved in:
58
Using Monte Carlo
simulation
with DCF and real options risk pricing techniques to analyse a mine financing proposal
Samis, Michael
;
Davis, Graham A.
- In:
International journal of financial engineering and risk …
1
(
2014
)
3
,
pp. 264-281
Persistent link: https://www.econbiz.de/10010476913
Saved in:
59
Dynamic modeling of uncertainty in the planned values of investments in petrochemical and refining projects
Vianello, Juliano Melquiades
;
Costa, Letícia de Almeida
; …
- In:
Energy economics
45
(
2014
),
pp. 10-18
Persistent link: https://www.econbiz.de/10010504801
Saved in:
60
Modeling risk : applying Monte Carlo
simulation
, real options analysis, forecasting, and optimization techniques
Mun, Johnathan
-
2006
Persistent link: https://www.econbiz.de/10003212058
Saved in:
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