Price options on investment project expansion under commodity price and volatility uncertainties using a novel finite difference method (Q2079124)
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scientific article; zbMATH DE number 7484242
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Price options on investment project expansion under commodity price and volatility uncertainties using a novel finite difference method |
scientific article; zbMATH DE number 7484242 |
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Price options on investment project expansion under commodity price and volatility uncertainties using a novel finite difference method (English)
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4 March 2022
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real option valuation
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finite difference method
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convergence
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stability
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2D Black-Scholes equation
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financial engineering
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