Cash flow simulation embedded option is an option whose value is based on choosing the optimal decision in each time … step during a single cash flow calculation simulation run. Cash flow simulation embedded options are mostly operative … difficult to model with other methods than Monte Carlo simulation. However, cash flow simulation embedded options and the common …

(underlying asset value, volatility, exercise price, interest rate, time to maturity, dividends). In case of cash flow simulation … uncertainties in the underlying asset together by simulation, and then uses regression analysis approach for estimating how a change … volatility during different time periods. As a result, the presented method shows how a change in a primary variable affects …

Carlo simulation and is solved by the Least Squares Monte-Carlo method. To better reflect the reality of overseas oil …

Carlo simulation and is solved by the Least Squares Monte-Carlo method. To better reflect the reality of overseas oil …

this trade-off, based on numerical simulation of a multi-period model of economic growth and climate change impacts that … in the more resilient technology depends on the ex-ante volatility of climate change damages, as well as how rapidly …

this trade-off, based on numerical simulation of a multi-period model of economic growth and climate change impacts that … in the more resilient technology depends on the ex-ante volatility of climate change damages, as well as how rapidly …