Pages that link to "Item:Q2006268"
From MaRDI portal
The following pages link to A fitted finite volume method for real option valuation of risks in climate change (Q2006268):
Displaying 12 items.
- Modeling and computation of water management by real options (Q1716925) (← links)
- An empirical study of transboundary air pollution of the Beijing-Tianjin region (Q1988484) (← links)
- Pricing of American carbon emission derivatives and numerical method under the mixed fractional Brownian motion (Q2039197) (← links)
- A robust numerical method for pricing American options under Kou's jump-diffusion models based on penalty method (Q2053265) (← links)
- Numerical simulation for European and American option of risks in climate change of Three Gorges Reservoir Area (Q2146438) (← links)
- Investment flexibility as a barrier to entry (Q2191517) (← links)
- Hamilton-Jacobi-Bellman quasi-variational inequality arising in an environmental problem and its numerical discretization (Q2203922) (← links)
- Pricing American Options under Regime-Switching Model with a Crank-Nicolson Fitted Finite Volume Method (Q4986613) (← links)
- Modelling and Computation for the Valuation of Two-Period $R\&D$ Projects by Option Games (Q5156688) (← links)
- Fitted Finite Volume Method for Pricing American Options under Regime-Switching Jump-Diffusion Models Based on Penalty Method (Q5156967) (← links)
- On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options under Regime-Switching Kou’s Jump-Diffusion Models (Q6167138) (← links)
- On the convergence of a Crank-Nicolson fitted finite volume method for pricing American bond options (Q6534640) (← links)
